Dielectric properties were investigated under various magnitudes and directions of magnetic field (H) for a chiral magnetic insulator Cu2OSeO3. We found that the skyrmion crystal induces electric polarization (P) along either in-plane or out-of-plane direction of the spin vortices depending on the applied H-direction. The observed H-dependence of P in ferrimagnetic, helimagnetic, and skyrmion crystal state can be consistently described by the d-p hybridization model, highlighting an important role of relativistic spin-orbit interaction in the magnetoelectric coupling in Cu2OSeO3. Our analysis suggests that each skyrmion particle can locally carry electric dipole or quadrupole, which implies that the dynamics of skyrmions are controllable by the external electric field.