The complex effects of nanoparticles on a thermosetting material based on an anhydride cured DGEBA/boehmite nanocomposite with different particle concentrations are considered. A combination of X-ray scattering, calorimetry, including fast scanning calorimetry and temperature modulated calorimetry, and dielectric spectroscopy was employed to study the structure, the vitrification kinetics and the molecular dynamics of the nanocomposites. For the first time in the literature, for an epoxy-based composite, a detailed analysis of the X-ray data was carried out. Moreover, the unfilled polymer was found to be intrinsically heterogeneous, showing regions with different crosslinking densities, indicated by two separate dynamic glass transitions. The glass transition temperature decreases with increasing nanoparticle concentration, resulting from a change in the crosslinking density. Moreover, on the one hand, for the nanocomposites, the incorporation of nanofiller increased the number of mobile segments for low nanoparticle concentrations, due to the altered crosslinking density. On the other hand, for higher loading degrees, the number of mobile segments decreased, resulting from the formation of an immobilized interphase (RAF). The simultaneous mobilization and immobilization of the segmental dynamics cannot be separated unambiguously. By taking the sample with the highest number of mobile segments as a reference state, it was possible to estimate the amount of RAF.