Dielectric materials with high dielectric constant are widely used because of their excellent properties in energy storage, and play an important role in the area of electrical and electronic technologies. With the development of electronic industry, high energy density dielectric materials attract more and more attentions, and various novel dielectric materials with high energy storage density were developed. Dielectric materials with high energy storage density have high dielectric constants and high breakdown strength. It is an important issue to improve the energy storage density of dielectric materials. This paper reviews the latest development of high energy storage density dielectric materials, and discusses the modification of barium titanate to improve the energy storage density. Three approaches are adopted to achieve high electric energy density, namely, doping modification, surface coating and composite materials preparation. The main discussion is focused on the preparation of barium titanate/polymer composites, and the factors affecting dielectric properties, of which the compatibility of interface between barium titanate and polymer is of great importance. The developing direction of the composites is in the improvement of the dispersity property of particles in the polymer matrix, the selection of filling particles and polymer matrix and the control of preparation process conditions.