A series of three novel dumbbell shaped polyhedral oligomeric silsesquioxanes (POSS)/ polystyrene (PS) nanocomposites, at different POSS contents (3%, 5% and 10% w/w), was synthesized and characterized in order to investigate the effects of this new bridged structure on the filler‐polymer interaction and then on the thermal behavior of the obtained polymer nanostructured materials (PNMs). Nanocomposites were synthesized by in situ polymerization of styrene and the actual POSS concentration in the obtained PNMs was checked by 1H NMR spectroscopy. Scanning electron microscopy (SEM) and FTIR spectroscopy evidenced, at the same time, the presence of filler‐polymer interactions and auto‐aggregation phenomena. Degradations were carried out into a thermobalance, in the scanning mode, at various heating rates in both inert and oxidative atmospheres. The characteristic parameters of thermal stability, namely temperature at 5% mass loss and the apparent activation energy of degradation, for the various nanocomposites were determined and an increase in the initial decomposition temperatures of PNMs with increasing the POSS contents was observed. The results are discussed and interpreted. POLYM. COMPOS., 36:1394–1400, 2015. © 2014 Society of Plastics Engineers