Preceramic polymers, i.e., polymers that are converted into ceramics upon heat treatment, have been successfully used for almost 40 years to give advanced ceramics, especially belonging to the ternary SiCO and SiCN systems or to the quaternary SiBCN system. One of their main advantages is the possibility of combining the shaping and synthesis of ceramics: components can be shaped at the precursor stage by conventional plastic-forming techniques, such as spinning, blowing, injection molding, warm pressing and resin transfer molding, and then converted into ceramics by treatments typically above 800 °C. The extension of the approach to a wider range of ceramic compositions and applications, both structural and thermo-structural (refractory components, thermal barrier coatings) or functional (bioactive ceramics, luminescent materials), mainly relies on modifications of the polymers at the nano-scale, i.e., on the introduction of nano-sized fillers and/or chemical additives, leading to nano-structured ceramic components upon thermal conversion. Fillers and additives may react with the main ceramic residue of the polymer, leading to ceramics of significant engineering interest (such as silicates and SiAlONs), or cause the formation of secondary phases, significantly affecting the functionalities of the polymer-derived matrix.