We report an experimental study on confined systems formed by butyloxybenzylidene octylaniline liquid crystal (4O.8) + gamma-alumina nanoparticles. The effects of the confinement in the thermal and dielectric properties of the liquid crystal under different densities of nanoparticles is analyzed by means of high resolution Modulated Differential Scanning Calorimetry (MDSC) and broadband dielectric spectroscopy. First, a drastic depression of the N-I and SmA-N transition temperatures is observed with confinement, the more concentration of nanoparticles the deeper this depression is, driving the nematic range closer to the room temperature. An interesting experimental law is found for both transition temperatures. Second, the change in shape of the heat capacity peaks is quantified by means of the full width half maximum (FWHM). Third, the confinement does not noticeably affect the molecular dynamics. Finally, the combination of nanoparticles and the external applied electric field tends to favor the alignment of the molecules in metallic cells. All these results indicate that the confinement of liquid crystals by means of gamma-alumina nanoparticles could be optimum for liquid crystal-based electrooptic devices.