The development of new sensors, transducers and integrated optoelectronic and piezoelectric devices requires the preparation of new materials that link mechanical, optical and electrical properties. In this perspective, it is expected that nanocomposite materials with inclusions of acentric inorganic nanocrystals in a polymer matrix will give rise to both piezoelectric and nonlinear optical (NLO) properties. Dispersion and orientation of nanocrystals in the polymer matrix are however crucial to obtain a collective response of individual nanocrystals and significant resultant properties. In this work, iron iodate (Fe(IO3)3) nanocrystals were used as nanofillers of a PMMA / PTMPTA polymer matrix. The nonlinear optical response of Fe(IO3)3 is comparable to the most effective NLO crystals such as LiNbO3 and BaB2O4. Good piezoelectric properties are also expected due to the material crystalline structure. Moreover, the polymer matrix was chosen for its ease of use and production, its relatively low cost, versatility and ease in shaping. Elaboration of nanocomposites is usually based on two different experimental procedures: mechanical dispersion of functionalized nanocrystals in a suitable polymer or polymer solvent is a first route whereas in-situ polymerization of reverse microemulsions for which a liquid monomer is the oil phase is the second one. Water-in-Oil (W/O) microemulsions were preferred in order to control the size and shape of as-obtained iron iodate nanocrystals and then to polymerize spin-coated thin films. A very original aspect of this work is the implementation of the Hyper-Rayleigh Scattering technique to probe in-situ the crystallization kinetics of iron iodate nanoparticles according to the experimental conditions (synthesis temperature and microemulsions composition). Detection of the second-harmonic scattered light combined with more conventional experimental techniques such as X-ray diffraction, dynamic light scattering and Transmission Electron Microscopy allowed us to understand the growth mechanisms of iron iodate naocrystals in W/O microemulsions. Nanocomposite thin films were then spin-coated after electric fields orientation of dispersed polar nanocrystals in MMA.