The unusual effect of selective enhancement of the thermal stability of aromatic polyimide materials was established through the introduction of cerium dioxide nanoparticles into these polymers as nanofiller. Depending on the chemical structure of the polymers, a marked increase or a substantial decrease in the thermal stability of the nanocomposite material was registered by thermal analysis, as compared with that of unfilled polymer material. The positive effect was registered only for the composite materials based on the matrix polyimides containing the sulfur atoms located in the sulfonic groups arranged in the elementary units. The results of the thermogravimetric examination are compared with the data obtained during the mechanical tests of the same samples. The possible reasons for the alteration of the thermal stability of polymers by ceria nanoparticles are discussed. The effect above can be of substantial practical interest providing new options for the design of polyimide nanocomposite materials with enhanced thermal stability.