Magnetite nanoparticles were synthesized and their post-synthesis surface modification was carried out with triethoxy terminated perfluoropolyether (PFPE) oligomers. The surface-treated nanoparticles were then dispersed in a UV-curable difunctional methacrylic PFPE oligomer. Thin films prepared from the resulting stable suspensions were photopolymerized. The obtained nanocomposites showed good distribution of the surface-treated magnetite nanoparticles in the polymer matrix. The surface treatment of magnetite nanoparticles with perfluoropolyether oligomers thus was found to be effective in preventing nanoparticle segregation and aggregation, ensuring therefore an increased compatibility with the PFPE matrix.