The structure and the magnetic properties of a series of Fe2O3-SiO2 nanocomposites (9-33 wt % Fe2O3), prepared by a sol-gel method and submitted to thermal treatments in the temperature range 300-900 degrees C, were investigated through XRD, TEM, EPR, and magnetic susceptibility measurements. Superparamagnetic iron(III) oxide nanoparticles with a narrow size distribution, dispersed over the amorphous silica matrix, are present in all the samples. They are mostly amorphous, antiferromagnetic in the samples treated at low temperatures. At T > 700 degrees C, a lot of gamma-Fe2O3 crystalline ferrimagnetic nanoparticles (4-6 nm) are formed, while a further increase of the temperature results in the gamma- to alpha-Fe2O3 transformation. The variation of iron oxide content affects the abundance of gamma-Fe2O3 formation, which reaches the maximum percent values in the more dilute samples. In the more concentrated samples, while the amount of maghemite is still growing, antiferromagnetic alpha-Fe2O3 begins to form. As a consequence, the saturation magnetization lowers in the samples with higher Fe2O3 content. Also, interparticle interactions, evidenced by fitting susceptibility values versus temperature and by EPR observations, contribute to such a decrease.