Nanocomposites manufactured by combining two nano-structured phases are quite rare. While industry is seeking materials to meet difficult challenges with unique properties, there is no “rule of mixtures” to identify how to mix multiple nanomaterials in a composite structure and make available all required properties. Filler–matrix adhesion and its relation to materials’ properties have been the subject of continuing study due to composites advanced applications. Further on, studies at the interphase created in the area between the constituent materials can provide important information concerning materials interaction and composites behavior; this issue becomes even more interesting when discussing about nano-interphases. In the present investigation, a study of multi-layered nanocomposites is conducted. More precisely, the following four different types of multilayered hybrid nanocomposites were manufactured and tested: Pure titanium–carbon nanotubes–epoxy; pure titanium–epoxy–carbon nanotubes; titanium dioxide nanotubes–carbon nanotubes–epoxy and titanium dioxide nanotubes–epoxy–carbon nanotubes. The nano-mechanical properties of the above-mentioned nanocomposites were investigated using nanoindentation technique. The main conclusion of the present work is that in the case of multilayered nanocomposites, even if nanoindentation is executed on the surface of the same material, results greatly depend on the underlying substrates’ nature and their stacking sequence. Also, nano-interphases created at the contact surfaces between different layers affect the experimentally measured values of the nanomechanical properties (Young’s modulus and hardness) of multilayered nanocomposites.