Nowadays, to improve quality of life, to have a more comfortable life, in internal spaces we try to maintain conditions that are free from external environmental influences. Thus, existing as well as newly built houses have adequate interiors maintaining their temperature, warming, or cooling due to the environment compensation. One way to create this is to reduce the heat loss in buildings. An option to achieve this is the application of thermal insulations. Nowadays, the use of super insulation materials such as aerogel and vacuum insulation panels and other nano-structured insulations, such as graphite doped expanded polystyrene, is becoming increasingly justified. These are relatively new materials, and we know only a little about them. This paper presents research results based on temperature-induced investigations of nanostructured graphite expanded polystyrene, to reveal its thermal stability after long-term and short-term thermal annealing, simulating the ageing of the material. Firstly, with a differential scanning calorimeter, we will explore the thermal stability profile of the specimens. After this, the paper will present temperature-induced changes in both the thermal properties and the structure of the samples. We will also present changes in the thermal conductivity, modifications in the surface, and compressive property variation induced by thermal annealing. The samples were thermal annealed at 70 °C for 6 weeks, at 100 and 110 °C for 1 h. Besides the thermal conductivity measurements with Netzsch 446 heat flow meter equipment, we will present specific heat capacity measurement results executed with the same equipment. Moreover, sorption isotherms of the as-received and annealed samples were registered and completed with hydrophobic experiments, too. Furthermore, from the measurements, we showed that temperature should affect a significant change in the thermal conductivity of materials. Moreover, the changes in the graphite expanded polystyrene before and after thermal annealing were investigated by Scanning Electron Microscopy, as well as optical microscopy. The structural changes were further followed by an X-ray diffractometer and the IR absorption capability was tested, too.