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Polymer-derived ceramic (PDC) nanocomposites enable access to a large library of functional properties starting from molecular design and incorporating nanofillers. Tailoring preceramic polymer (PCP) chemistry and nanofiller size and morphology can lead to usage of the nanocomposites in complex shapes and coatings with enhanced thermal and mechanical properties. A rational design of targeted nanocomposites requires an understanding of fundamental structure–property–performance relations. Thus, we tailor our discussions of PCP design and nanofiller integration into single source precursors as well as pyrolytic processing for functionalizing PDCs. We also discuss the promises and limitations of advanced characterization techniques such as 4D transmission electron microscopy and pair distribution functions to enable in situ mapping structural evolution. The feedback loop of in situ monitoring sets the foundation for enabling accelerated materials discovery with artificial intelligence. This perspective assesses the recent progress of PDC nanocomposite research nanocomposites and presents scientific and engineering challenges for synthesis, fabrication, processing, and advanced characterization of PDC nanocomposites for enhanced magnetic, electrical, and energy conversion and storage properties.