The effect of uniformly dispersed titanium dioxide (TiO2) nanoparticles on the coefficient of thermal expansion (CTE) of films of Poly (ethylene-co-vinyl acetate) (EVA) based nanocomposites was investigated. High energy ball cryomilling was initially used to achieve a uniform dispersion of nanoparticles within the thermoplastic polymer to subsequently obtain films of composites by hot pressing. A method based on the use of an atomic force microscope (AFM) was used for measuring nano-thermal expansion of nanocomposite films to finally obtain their CTEs. The addition of TiO2 nanoparticles considerable decreases the CTE of EVA (only a 5% by weight or 1.3% by volume implies a 63% of decrement). To estimate CTEs, different theoretical proposals were used, being subsequently compared with a simple and intuitive one to understand the influence of the addition of fillers in EVA polymer in general and, the influence of the particle size in particular. It was concluded that the creation of an interphase, the amount and the size of the particles in the composites are the main factors to change the CTE of the polymer used as the matrix.