Unlike the conventional energy storage devices at room temperature, excellent energy storage performance can be realized in sandwiched nanocomposites at elevated temperatures. To uncover the theoretical basis of this capacity, a novel hierarchical homogenization model of complex permittivity with dual thermodynamics is proposed for temperature- and frequency-dependent energy storage. Three categories of thermal effects are investigated, including thermal expansion, temperature-dependent functional interface effects, and thermal damage. The dual thermodynamics principles of thermal damage and dielectric breakdown are established for the sandwiched graphene/polymer nanocomposites. The evolutions of these two processes are determined via the irreversible thermodynamics and the principle of electric-heat equivalent energy density, respectively. On this basis, the predicted maximum energy storage density is calibrated with the experiment of sandwiched graphene/PANF (phosphorous crosslinked aramid nanofiber) nanocomposites over a wide temperature range. The ambient temperature and frequency are shown to exert strong influence on effective permittivity and energy storage performance of the nanocomposites. The energy storage capacities can be tailored through the graphene volume fraction and aspect ratio. This research provides guidance for microstructural design of next-generation energy storage devices under extreme environmental conditions. • Temperature-dependent energy storage is investigated for sandwiched nanocomposites. • A hierarchical thermoelectrically coupled homogenization scheme is derived for complex permittivity. • Dual thermodynamics are derived for thermal damage and dielectric breakdown. • Temperature-dependent functional interface effects are investigated. • Temperature and frequency exert a combined influence on energy storage performance.