Interfacial interactions of Nafion ionomer with superhydrophilic (Pt, Au), hydrophilic (SiO2), and hydrophobic (graphene, octyltrichlorosilane [OTS]‐modified SiO2) is investigated, using in situ thermal ellipsometry, by quantification of substrate‐ and thickness‐dependent thermal properties of the ultrathin Nafion films of nominal thickness ranging 25–135 nm. For sub‐50 nm thin Nafion films, the thermal expansion coefficient of films decreased in the order of most hydrophobic to most hydrophilic substrate: OTS > graphene > SiO2 > Au > Pt, implying weaker interpolymer and polymer–substrate interactions for films on hydrophobic substrates. Expansion coefficient of films on SiO2, graphene, and OTS‐modified SiO2 decreased with thickness whereas that of films on Au and Pt substrates increased with thickness. Above ~100 nm of thickness, films on all substrates converged toward a common value representative of bulk Nafion. Thermal transition temperature was found to be higher for films on hydrophilic SiO2 than that for films on hydrophobic graphene and OTS‐modified SiO2 but was not discernible for films on Au and Pt substrates. © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2019, 57, 343–352