As an electric charge storage device, dielectric capacitor has attracted growing research interest from both academy and industry. The dielectric material is the key component for the capacitor. Fossil based commercial polymers, such as biaxially oriented polypropylene (BOPP) and polyethylene terephthalate (PET), have been widely used as the dielectric materials in the capacitors. However, the change of service condition (e.g. increasing the temperature) will resulted in the low energy storage density of the fossil based polymer dielectric materials because of the reduced dielectric constant and discharge-charge efficiency, and the increased dielectric loss and current leakage. Therefore, novel sustainable polymer dielectric materials with high energy storage density are highly desirable. As the most abundant natural polymer on the earth, cellulose is considered as the candidate for the potential dielectric materials due to the renewable feedstock, low price and biodegradability, etc. Recently, cellulose-based dielectric composites with high energy storage density have been developed, which show improved dielectric constant, breakdown strength and discharge-charge efficiency. This article focuses on the advances in cellulose-based dielectric composites mentioned above. Moreover, the challenges and opportunities are discussed for the further development in the related topics.