Polymer Nanocomposites (PNs) obtained from linear energetic copolyurethane thermoplastic elastomers (ETPEs) based on GAP and a commercially available nanometric aluminum (Alex) were characterized. Two methods were performed to prepare the PNs: in-situ and by solvent evaporation. The thermal and mechanical properties of the pure ETPEs, of the composite ETPE/Al (micrometric) and of the nanocomposite ETPE/Alex were studied. The percentage of Alex was adjusted to obtain the optimum mechanical properties. The beneficial effects of the nanopowder on the material properties are highlighted. The introduction of nanoaluminum improves the elasticity and strength of the original ETPE and, consequently, makes it easier to use, to handle, and to process. It indicates that PNs can be considered for future applications in energetic material, such as in gun propellants, rocket propellants and insensitive melt-cast explosive formulations.