This thesis presents the study of next generation Polyvinylidene Fluoride (PVDF) based flexible nanocomposite materials that can be used in future energy storage or harvesting applications. Composites were created by incorporating different types of nano-sized particles to tailor desired properties such as electrical and thermal performance. The study is divided into two major chapters and the findings can be summarized as the following: 1) improvement of composites electrical permittivity and dielectric properties via homogeneous dispersion of silane treated titanium dioxide (TiO₂) nanoparticles, 2) fabrication and characterization of polymer based Multi-walled Carbon Nanotubes (MWCNTs) and Graphene Nanoplatelets (GNPs) blended solid thermoelectric materials via compounding processes, and 3) further improvement of the thermoelectric performance by utilizing super critical carbon dioxide (scCO₂) foaming method. A variety of techniques were used to characterize the composites, including surface/internal morphologies, crystalline phase identification, electrical properties and lastly, thermal behaviors.