In the present study the distribution of nanofillers in the polyurethane matrix and the composite properties were investigated. As a nanofiller, zirconium oxide doped with 10% Eu3+ was used. The nanofiller was added at 0.1 wt%. Different ways of nanofiller incorporation were investigated. The microstructure of the obtained materials was examined by atomic force microscopy in force modulation. The size analysis of the nanofiller was investigated with HRSEM. The thermal (DSC, TGA) properties of polyurethane nanocomposites were also investigated in addition to the analysis of transmittance and luminescence of obtained materials. The results obtained indicate a possibility of fabrication of polymeric nanocomposites for optoelectronic applications via a relatively inexpensive processing route.