Multifunctional thin films are becoming extremely popular in many technological fields. An increase in their functionality can be achieved by the creation of nanocomposite structures. This study represents novel thin composite coatings with a horizontally oriented single-walled carbon nanotube (SWCNT) filler inside a silicon oxynitride (SiOxNy) matrix obtained by (i) low-temperature thermal curing or by (ii) UV radiation-induced curing. The SiOxNy/SWCNT composite structures were prepared by simple dry transfer of a SWCNT film into a perhydropolysilazane (PHPS) polymer matrix film deposited by the spin-coating technique followed by curing. The structural, morphological, and optical properties of the SiOxNy/SWCNT composite films were studied using HR-SEM/EDX, ATR-FTIR, and UV–Vis spectroscopy. It was found that SWCNT films were uniformly transferred into the PHPS matrix, maintaining their horizontally oriented close-packed structure, and avoiding the problem of agglomeration, thereby forming a laminate-type composite. SWCNTs had no effect on the curing process of the PHPS matrix. The SWCNT concentration remained relatively low, resulting in highly transparent composite films. An antireflection effect in the composite film relative to the transmission of the SWCNT film was observed. The results indicate that SiOxNy/SWCNT composites are attractive for applications as protective, antireflective optical coatings.