Organic polymer has great advantages and prospects in the field of electrostatic film capacitors and pulsed power systems. In this paper, composite films of Poly(vinylidene fluoride) (PVDF) and Poly(methyl methacrylate) (PMMA) were fabricated by twin-screw extrusion and melt stretching. PMMA with specific volume fractions was added as a composite phase into the PVDF matrix. As an all-organic dielectric film, the composite film (F/A) shows great performance in energy storage test. The composite film was highly compatible and combined the properties of both polymers. The dielectric constants of the F/A films with 2.5%, 5%, and 7.5% PMMA content were 12.52, 11.47, and 11.03, respectively, which is an improvement over the pristine PVDF film (10.56). The appropriate amount of PMMA doping effectively improved the charge-discharge efficiency of PVDF film while maintaining high energy storage density. At the electric field of 550 kV/mm, the energy storage density () of the F/A-2.5% film was able to reach 11.66 J/cm3, still maintaining an efficiency of 75.97%.