Two series of novel dumbbell-shaped polyhedral oligomeric silsesquioxanes (POSSs), fully functionalized with phenyl groups at the corner of the silicon cages, were used to prepare polystyrene (PS) nanocomposites through the method of in situ polymerization. The percentage of the molecular filler reinforcement was set as 5% / of POSS and was checked by H-NMR spectroscopy. The obtained nanocomposites were characterized by thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), Fourier transform infrared spectroscopy (FTIR) and scanning electron microscopy (SEM). Thermal and morphological properties were evaluated and compared among the nanocomposites obtained using the two different series of dumbbell-shaped POSSs and with the net PS. The thermal parameters for the prepared nanocomposites were very high when compared with those of neat PS, and they evidenced significant differences when an aliphatic or aromatic bridge was used to link the silicon cages. SEM analysis results allow us to hypothesize a justification for the different resistance to thermal degradation showed by the two series of molecular reinforcement.