Design of experiments was used to elucidate the complex interactions that determine nanocomposite properties and enable predictive models for optimization. The thermal properties of nanocomposites containing polypropylene, single-walled carbon nanotubes (SWNTs), dodecyl-functionalized SWNTs, and vapor-grown carbon fibers were investigated as a function of extrusion temperature, screw speed, and time. The effects of extruder processing conditions on thermal properties was dependent on the fraction of polymer chains stabilized in the interphase, the extent of polymer degradation, and the type of nanomaterial incorporated. Melting and crystallization temperatures were primarily affected by nanomaterial type. However, thermal decomposition temperature was affected significantly by processing conditions and the response was dependent on the type of nanomaterial incorporated. POLYM. ENG. SCI., 51:460-473, 2011. (C) 2010 Society of Plastics Engineers