Nanostructuring boron-rich materials should significantly impact their thermal and electrical transport properties. Nonetheless, nanostructured monoliths of such materials could not be achieved in the 10 nm range so far, because of the large temperatures required to synthesize and produce boron-rich compounds. Such a nanostructuration may have important consequences for achieving a trade-off between enhanced electrical and low thermal conductivity in boron-rich materials, which are among the few materials enabling thermoelectric power generation above 1000 K thanks to their thermal stability, high positive Seebeck coefficients, and low thermal conductivity. In this study, we use a one-pot synthesis in inorganic molten salts to yield a nanocomposite consisting of metallic HfB2 nanocrystals dispersed in an insulating amorphous boron-rich matrix with a controlled volume fraction of nanocrystals from 16 to 56 vol %. We show that this controlled liquid-phase synthesis can be coupled to spark plasma sintering for densification preserving the nanostructure. The relationships between the reagent ratio in the liquid-phase synthesis, sintering conditions, and transport properties of the densified nanocomposites are then highlighted. We then design materials exhibiting metallic electrical conductivity related to the HfB2 nanocrystals, together with enhanced thermal dissipation attributed to the nanostructured amorphous boron matrix. Combined with the versatility offered by in-solution routes toward boride-based nanocomposites, this work opens a new avenue for tuning transport properties in boron-rich nanomaterials.