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The discovery of high-dielectric materials is crucial to increasing the efficiency of electronic devices and batteries. Here, we report three previously unexplored materials with very high dielectric constants (69 < ϵ < 101) and large band gaps (2.9 < E_g(eV) < 5.5) obtained by screening materials databases using statistical optimization algorithms aided by artificial neural networks (ANN). Two of these new dielectrics are mixed-anion compounds (Eu₅SiCl₆O₄and HoClO) and are shown to be thermodynamically stable against common semiconductors via phase diagram analysis. We also uncovered four other materials with relatively large dielectric constants (20 < ϵ < 40) and band gaps (2.3 < E_g(eV) < 2.7). While the ANN training-data are obtained from the Materials Project, the search-space consists of materials from the Open Quantum Materials Database (OQMD)—demonstrating a successful implementation of cross-database materials design. Overall, we report the dielectric properties of 17 materials calculated using ab initio calculations, that were selected in our design workflow. The dielectric materials with high-dielectric properties predicted in this work open up further experimental research opportunities.