SiO2@PDMS and CeO2–ZrO2–SiO2@PDMS nanocomposites were prepared and studied using nitrogen adsorption–desorption, Fourier transform infrared spectroscopy (FT-IR), scanning electron microscopy (SEM), measurements of advancing and receding contact angles with water, and microcalorimetry. The pore size distributions indicate that the textural characteristics change after oxide modification by poly(dimethylsiloxane) (PDMS). Composites are characterized by mainly mesoporosity and macroporosity of aggregates of oxide nanoparticles or oxide@PDMS nanoparticles and their agglomerates. The FT-IR spectra show that PDMS molecules cover well the oxide surface, since the intensity of the band of free silanols at 3748 cm−1 decreases with increasing PDMS concentration and it is absent in the IR spectrum at C
PDMS ≥ 20 wt% that occurs due to the hydrogen bonding of the PDMS molecules to the surface hydroxyls. SEM images reveal that the inter-particle voids are gradually filled and aggregates are re-arranged and increase from 20 to 200 nm in size with the increasing polymer concentration. The highest hydrophobicity (contact angle θ = 140° at C
PDMS = 20–40 wt%) is obtained for the CeO2–ZrO2–SiO2@PDMS nanocomposites. The heat of composite immersion in water shows a tendency to decrease with increasing PDMS concentration.