We discuss a method and the results of numerical analysis of the internal stresses and strains in a disperse-filled polymeric material under variation of its temperature, when the matrix and the inclusions have different thermal characteristics. The spatial-time distributions of the temperature dictate a statement of the problems on a mesa-level, where we consider a representative volume (mesa-volume) of the materials as a matrix which has a relatively small number of inclusions. An analysis of a distribution of the stresses and strains in an inclusion vicinity allows us to formulate the following statement: one of the cases of formation of an interphase layer at the boundary “matrix-inclusion” can be peculiarities of the stress-strain state. The same circumstance can be a reason for the substantial discrepancies between the theoretically derived macro-characteristics and those obtained experimentally for the case of highly-filled polymeric composite materials.