A series of polyurethane (PU) nanocomposites incorporating polyurethane reinforced with carbon nanotubes (PUCNT), graphite (PUGRP), nano-diamonds (PUDMDS), nano-clay (PUCLY), and nano-silica (PUSIL) were successfully prepared, and their shape memory and thermo-mechanical properties were thoroughly analyzed. The molecular structure of the PU nanocomposites based on Hexamethylene diisocyanate / Polycaprolactone / 1,4-butanediol (HDI/PCL/BDO) was confirmed using FT-IR spectroscopy and NMR techniques. FT-IR confirmed the successful urethane linkage formation, while NMR verified the expected chemical structure. The XRD analysis revealed partial crystallinity suppression with homogeneous dispersion of nano-fillers. The SEM micrographs confirmed the uniform distribution of nanoparticles within the PU matrix without major agglomeration. Analysis of the thermal properties using DSC revealed that nano-fillers improved the glass transition temperature, melting temperature, and melting enthalpy of both the hard and soft segments, while TGA demonstrated enhanced thermal stability through increased degradation onset temperature. Furthermore, the incorporation of physical crosslinking agents was found to decrease the crystallization of the soft segment. The DMTA results showed increased storage modulus and reduced damping behavior, confirming redistricted chain mobility. Storage modulus curves highlighted improved stiffness, while tan delta curves demonstrated enhanced interfacial interactions and suppressed segmental relaxation. Notably, the addition of nano-fillers exhibited a significant enhancement in the shape memory effect, achieving remarkable shape recovery (98%) and shape retention (95%).