In order to inhibit the outward-migrations of photo-initiator molecules in the ultraviolet-initiated crosslinking process and simultaneously improve the crosslinking degree and dielectric properties of crosslinked polyethylene (XLPE) materials, we have specifically developed surface-modified-SiO2/XLPE nanocomposites with the silica nanofillers that have been functionalized through chemical surface modifications. With the sulfur-containing silanes and 3-mercaptopropyl trimethoxy silane (MPTMS), the functional monomers of auxiliary crosslinker triallyl isocyanurate (TAIC) have been successfully grafted on the silica surface through thiol–ene click chemistry reactions. The grafted functional groups are verified by molecular characterizations of Fourier transform infrared spectra and nuclear magnetic resonance hydrogen spectra. Scanning electronic microscopy (SEM) indicates that the functionalized silica nanoparticles have been filled into polyethylene matrix with remarkably increased dispersivity compared with the neat silica nanoparticles. Under ultraviolet (UV) irradiation, the high efficient crosslinking reactions of polyethylene molecules are facilitated by the auxiliary crosslinkers that have been grafted onto the surfaces of silica nanofillers in polyethylene matrix. With the UV-initiated crosslinking technique, the crosslinking degree, insulation performance, and space charge characteristics of SiO2/XLPE nanocomposites are investigated in comparison with the XLPE material. Due to the combined effects of the high dispersion of nanofillers and the polar-groups of TAIC grafted on the surfaces of SiO2 nanofillers, the functionlized-SiO2/XLPE nanocomposite with an appropriate filling content represents the most preferable crosslinking degree with multiple improvements in the space charge characteristics and direct current dielectric breakdown strength. Simultaneously employing nanodielectric technology and functional-group surface modification, this study promises a modification strategy for developing XLPE nanocomposites with high mechanical and dielectric performances.