The correlations between physical properties and structure of various types of nanocomposite magnetic and ferroelectric materials on the basis of natural and artificial porous have been studied by different experimental methods. The temperature evolution of the structure, order parameter and dielectric response are studied as functions of characteristic size of nanoparticles. It is shown the existence of crossover of phase transition (PT) from the first order to the second one for ultra-small ferroelectric and magnetic particles.