Nanoparticles are often used as fillers for enhancing various properties of polymer composites such as mechanical, electrical, or dielectric. Among them, polymer nanoparticles are considered ideal contenders because of their compatibility with a polymer matrix. For this reason, it is important that they are synthesized in a surfactant-free form, to obtain predictable surface and structural properties. Here, we synthesized a series of polystyrene nanoparticles (PS NPs), by emulsion polymerization of styrene, using varying amounts of divinylbenzene as a crosslinking agent and sodium 4-vinylbenzenesulfonate as a copolymerizing monomer surfactant—“surfmer”. Using “surfmers” we obtained surfactant-free nanoparticles that are monodisperse, with a high degree of thermal stability, as observed by scanning electron microscopy and thermogravimetric investigations. The prepared series of NPs were investigated by means of broadband dielectric spectroscopy and we demonstrate that by fine-tuning their chemical composition, fine changes in their dielectric and thermal properties are obtained. Further, we demonstrate that the physical transformations in the nanoparticles, such as the glass transition, can be predicted by performing the first derivative of dielectric permittivity for all investigated samples. The glass transition temperature of PS NPs appears to be inversely correlated with the dielectric permittivity and the average diameter of NPs.