In the present work, a new process for depositing nanoparticle layers onto glass has been developed by using one of the most interesting nanoparticle generation technologies at the moment, which is based on the pyrolysis induced by laser of vapours combined with CVD of the particles onto glass. Nanoparticles prepared by this method were deposited into a hot silica substrate obtaining new nanocomposites with unique properties. The coated glasses present new specific functionalities such as colour, and interesting magnetic and optical properties. Control of the thickness and the iron oxide phase, either magnetic or not, has been achieved by adjusting the experimental conditions. Thus, thickness is controlled by the glass and the precursor temperature, while the iron phase is controlled by the precursor temperature and the nature and the flow of the carrier gas. This process is inexpensive, adaptable to current glass production technologies and takes place at atmospheric pressure.