Different types of capacitors using different types of dielectrics are only able to operate within a particular frequency range.
The graph shows the different styles of dielectrics and their operational frequency range.




Note the difference between the standard operational range and maximum possible frequency ranges.
It's obvious from the graph that most types of plastic film capacitors have the widest frequency range; Polycarbonate, Teflon, Polystyrene.
However; Mylar is also a type of plastic film dielectric, but does not come near the range of the other styles.
The two most common styles of dielectric used are Tantalum and Ceramic capacitors.
Although Tantalum does not have that large a frequency range, it almost overlaps with the range of ceramic capacitors..

Design Hint; A capacitor's value is usually given at 1KHz. So a 1uF capacitor has that value only at frequency.
At any other frequency that 1uF capacitor will really have some other value. Now this is value change over frequency, which is different than operational frequency.
Also a capacitors value also changes over temperature.

Design reference;
Definition of Dielectric types.
Capacitor Value Change vs Temperature. [Capacitor Temperature Response]
Capacitor Derating Guidelines. [How to derate a capacitor]
Manufacturers of Capacitors.
Technical Definitions of Capacitor Terms.