The fabrication of nanocomposites containing magnetic nanoparticles is gaining interest as a model for application in small electronic devices. The self-assembly of block copolymers (BCPs) makes these materials ideal for use as a soft matrix to support the structural ordering of the nanoparticles. In this work, a high-molecular-weight polystyrene-b-poly(methyl methacrylate) block copolymer (PS-b-PMMA) was synthesized through anionic polymerization. The influence of the addition of different ratios of PMMA-coated FePt nanoparticles (NPs) on the self-assembled morphology was investigated using transmission electron microscopy (TEM) and small-angle X-ray scattering (SAXS). The self-assembly of the NPs inside the PMMA phase at low particle concentrations was analyzed statistically, and the negative effect of higher particle ratios on the lamellar BCP morphology became visible. The placement of the NPs inside the PMMA phase was also compared to theoretical descriptions. The magnetic addressability of the FePt nanoparticles inside the nanocomposite films was finally analyzed using bimodal magnetic force microscopy and proved the magnetic nature of the nanoparticles inside the microphase-separated BCP films.