The preparation of so-called hybrid nanomaterials has been widely developed in terms of functional and morphological complexity. However, the specific control of the arrangement of organic and inorganic species, which determines the properties of the final material, still remains a challenge. This article offers a review of the strategies that have been used for the preparation of polymer–inorganic hybrid nanoparticles and nanocapsules via processes involving miniemulsions. Different polymer–inorganic nanostructures are classified into four main groups according to the sequential order followed between the synthesis of the polymer and the inorganic species, and the presence or not of their counterpart precursors. The minimization of the energy of the system governs the self-assembly of the different material components and can be addressed by the miniemulsion formulation to reduce the interfacial tensions between the phases involved. The state of the art in the preparation of hybrid nanoparticles is reviewed, offering insight into the structural possibilities allowed by miniemulsion as a versatile synthetic technique.