In our work we have focused on the incorporation of magnetite nanoparticles (NPs) into poly(allylamine hydrochloride)/poly(sodium 4-styrenesulfonate) polyelectrolyte multilayers (PEMs). The main goal of presented studies was to control the two-dimentional ordering of NPs within polyelectrolyte films. The ordering of NPs depended on the treatment of the underlying polyelectrolyte films. The NPs were uniformly distributed in freshly prepared samples leading to an interfacial mixture of polyelectrolytes and particles, while a highly concentrated layer of NP was formed only when the PEMs were exposed to elevated temperature after their preparation. The observed effect was correlated to glass-melt phase transitions of the PEMs. Such ordering of functionalized species in a polymer matrix may enhance the response from the studied nanocomposites.