The aim of the current research was to study the radiation shielding properties of polyurethane-based shielding materials filled with B4C, BeO, WO3, ZnO, and Gd2O3 particles against fast neutrons. The macroscopic cross sections of composites containing micro- and nanoparticles with a diameter of 10 µm and 50 nm were calculated using MCNPX (2.6.0) Monte Carlo code. The results showed that adding nano-scaled fillers to polyurethane matrix increases attenuation properties of neutron shields compared to micro-scaled fillers for intermediate and fast neutrons. Among the studied composites, WO3 and Gd2O3 nano-composites presented higher neutron cross section compared to others.