In this paper, the fluoro-polymer-coated multiwall carbon nanotubes (MWCNTs) were prepared by in situ atom transfer radical polymerization of 2-(perfluoroalkyl) ethyl methacrylate (FEMA) on the surface of MWCNTs. Scanning electron microscopy results showed that the fluoro-polymer on MWCNTs surface improved the dispersion and compatibility of MWCNTs in the poly(vinylidene fluoride) (PVDF) matrix. The PFEMA@MWCNTs/PVDF composites exhibited improved thermal stability and reduced crystallinity due to enhanced interface strength between MWCNTs and PVDF. Furthermore, nearly 100% polar phase PVDF formed after introducing high PFEMA@MWCNTs content into PVDF matrix. It was also found that PFEMA@MWCNTs-filled PVDF composites present advantages in increasing dielectric constants and decreasing loss tangents due to the restriction of interface polarization and leakage current. Based on the percolation threshold and ac conductivities, the PFEMA@MWCNTs/PVDF composites exhibit good insulation properties and are promising for high-performance dielectric composite applications.