The incorporation of polyhedral oligomeric silsesquioxanes (POSS) molecules as nanoparticles into polymers can provide improved physico-chemical properties. The enhancement depends on the extent of dispersion of the nanofiller, which is determined by the compatibility with the polymer that is by the POSS type, and the processing method. In this study, poly(ε-caprolactone)/POSS derivatives nanocomposites (PCL/POSS) were obtained via solution-casting and melt compounding. Two amino-derivatives containing different alkyl substituents, and ditelechelic POSS-containing hybrid PCL masterbatch were used as nanofillers. The effect of preparation method, POSS content and type on the morphology, thermal, mechanical, and surface properties of nanocomposites were studied. Morphological analysis evidenced the formation of POSS crystalline aggregates, self-assembled POSS molecules of submicrometer size dispersed in the polymer matrix. The best dispersion was achieved using the ditelechelic POSS-containing hybrid PCL masterbatch, and comparing the two amino-POSS derivatives, the one with longer alkyl chain of substituents exhibited better degree of dispersion independent of preparation method. DSC analysis showed the role of POSS derivatives as nucleating agents for PCL. The incorporation of POSS derivatives into the PCL matrix improved thermal stability. The preparation method, POSS type and content had influence on mechanical properties of nanocomposites. POSS nanoparticles enhanced the surface hydrophobicity of PCL.