In this study, the preponderant factors in titanium dioxide (TiO2) or hexagonal boron nitride (hBN) localization in the poly (ε-caprolactone) and poly (lactic acid) (PCL/PLA) blends (ternary nanocomposites) were correlated with the factors responsible for the localization of TiO2 and hBN simultaneous addition in PCL/PLA blends (quaternary nanocomposites). For the ternary systems, it is observed that TiO2 nanoparticles were selectively located at the PCL/PLA interface and had a compatibilizing effect on PCL/PLA immiscible blend. The hBN nanoparticles were selectively located in the PCL continuous phase. For both case the rheological factor dominated at first and then the nanoparticles geometry facilitated or not the migration to the preferential phase. For quaternary nanocomposites (PCL/PLA/TiO2/hBN), the TiO2 nanoparticles selective localization remained in part at the blend interface but not as evident as in the ternary systems and hBN nanoparticles were distributed in the PCL phase as ternary systems. After compression processing the TiO2 and hBN nanoparticles location was maintained, however a greater exfoliation of hBN nanoplatelets was observed, indicated that TiO2 helps the hBN expholiation. These results indicate that in addition to the factors observed in ternary systems, interactions between particles can also influence selective localization in a quaternary system.