The generation of filaments constituted by nanocomposites allows printing pieces with functional properties. A method is proposed for incorporating nanoparticles in plastic filaments (thermoplastic polyurethane, PU) by diffusion in the swollen material. The nanoparticles must be dispersed in solvents (or solvent mixtures) in which the polymer swells but does not dissolve. Nanoparticles are incorporated mainly at the surface as revealed by SEM/EDS mapping. The thermal properties (studied by DSC and TGA) of the PU are only slightly affected by the presence of NPs. Test pieces successfully are printed using the modified filaments. Incorporation of solid lubricant (MoS2) nanoparticles decreases the coefficient of friction of the printed test samples.