Magnetic nanomaterials have been studied in order to generate novel nanocomposites that display both the magnetic properties of the nanoparticles and the ability to self‐assemble of the amorphous block copolymer matrix. Towards this goal, iron oxide magnetic nanoparticles have been modified with PS brushes by ATRP in order to improve both the dispersion and the affinity of the nanoparticles with one of the blocks of a polystyrene‐block‐polybutadiene‐block‐polystyrene block copolymer. This method of preparation of nanocomposites opens new strategies for the generation of magnetic nanomaterials. The samples are characterized using DSC and atomic and magnetic force microscopies.