<p>The creation of flexible nanocomposite films using a combination of poly(methyl methacrylate) (PMMA) and polyethylene oxide (PEO) combined with multi-walled carbon nanotubes (MWCNTs) and zinc molybdate (ZnMoO₄) nanoparticles in different concentrations (3, 6, and 12 wt%) is the main goal of this study. The solution casting method was used to create the nanocomposites, and their optical, dielectric, and structural characteristics were thoroughly examined for possible uses in energy storage, UV shielding, and optoelectronics. SEM pictures showed interfacial agglomeration at larger filler loadings, while structural investigation verified the production of the triclinic α-ZnMoO₄ phase with an average crystallite size of 35 nm. Optical tests revealed that when the ZnMoO₄ content increased, the direct and indirect bandgaps significantly decreased from 5.13 to 3.52 eV and from 4.87 to 2.53 eV, respectively. For the 12 wt% composite, the transmittance decreased to almost 0–6% in the UV area, demonstrating superior UV-blocking performance. Particularly at 12 wt% loading, nonlinear optical characteristics such as third-order susceptibility and nonlinear refractive index were significantly improved. Because trap states formed at higher ZnMoO₄ concentrations, the intensity of fluorescence emission was quenched, and tunable color purity was seen at various excitation wavelengths. With the maximum dielectric constant at 6 wt% ZnMoO₄ and enhanced AC conductivity at modest loadings, dielectric analysis demonstrated non-monotonic behavior. The energy density rose above 6 wt% filler content, and the electric modulus studies showed non-Debye relaxation processes. According to our findings, PMMA/PEO/MWCNTs/ZnMoO₄ nanocomposites are potential multifunctional materials for dielectric, and optical applications.</p>