Nanocomposite compositions based on expandable thermoplastic polymers which comprise: a) a polymeric matrix produced by the polymerization of a base comprising one or more polymerizable monomers; b) 1-10% by weight, calculated with respect to the polymer (a), of an expanding agent englobed in the polymeric matrix; c) 0.004-15% by weight, calculated with respect to the polymer (a), of an athermanous filler comprising nano-scaled graphene plates with a thickness (orthogonal to the graphene sheet) not greater than 150 nm, an average dimension (length, width, or diameter) not greater than 10 micrometers and a surface area>50 m2/g.