Organic–inorganic hybrid materials were prepared starting from tetraethoxysilane and α- or α,ω-triethoxysilane terminated poly(ε-caprolactone) (PCL–Si) using the sol–gel process. In all cases the formation of nanocomposites with a high level of interpenetration between organic and inorganic phases was noted. Poly(methyl methacrylate) slabs were dip-coated with PCL–Si/silica hybrids and a very strong increase of the flame resistance (also after UV irradiation) was noted for all coating compositions without marked differences with respect to hybrid compositions. This behavior was attributed to a preferential segregation of silica onto the outer surface, as evidenced by XPS analysis.