Energy storage capacitors based on dielectric ceramics with superior polarization properties and dielectric constant can provide much higher output power density due to their very fast energy charging/discharging rates, which are particularly suitable for operating pulsed-power devices. For an outstanding energy storage performance of dielectric capacitor, a large recoverable energy density could be derived by introducing a slim polarization-electric field hysteresis loop into dielectric materials by various technical approaches. Many research teams have explored various dielectric capacitor technologies to demonstrate high output power density and ultrafast charging/discharging behavior. This article reviews the recent research progress in high-performance dielectric capacitors for pulsed-power electronic applications.