Dielectric polymer film capacitors having high energy density, low loss and fast discharge speed are highly desirable for compact and reliable electrical power systems. In this work, we study the confined ferroelectric properties in a series of poly(vinylidene fluoride-co-chlorotrifluoroethylene)-graft-polystyrene [P(VDF-CTFE)-g-PS] graft copolymers, and their potential application as high energy density and low loss capacitor films. Thin films (ca. 20 μm) are prepared by different processing methods, namely, hot-pressing or solution-casting followed by mechanical stretching at elevated temperatures. After crystallization-induced microphase separation, PS side chains are segregated to the periphery of PVDF crystals, forming a confining interfacial layer. Due to the low polarizability of this confining PS-rich layer at the amorphous–crystalline interface, the compensation polarization is substantially decreased resulting in a novel confined ferroelectric behavior in these graft copolymers. Both dielectric and ferroelectric losses are significantly reduced at the expense of a moderate decrease in discharged energy density. Our study indicates that the best performance is achieved for a P(VDF-CTFE)-g-PS graft copolymer with 34 wt-% PS; a relatively high discharged energy density of approximately 10 J cm−3 at 600 MV m−1, a low dielectric loss (tanδ = 0.006 at 1 kHz), and a low hysteresis loop loss (17.6%) at 550 MV m−1.