We explore the process of Si nanoparticles formation in SiO2 matrix suitable for advanced solar cells application. To this purpose a superstructure consisting of alternating 5 nm thick SiOx and SiO2 layers was deposited by high vacuum evaporation from solid sources. After high temperature annealing of such structures in high vacuum, the SiOx decomposed and Si nanoparticles aggregated at their former position forming therefore a superstructure of Si nanoparticles embedded in dielectric SiO2 matrix. To explore such process of nanoobjects formation in different matrix, grazing incidence small-angle X-ray scattering (GISAXS) seems to be as relatively easy non-destructive technique; a logical choice. Despite the fact that due to the rather small difference in electron density between Si and SiO2. GISAXS contrast is very small, by performing GISAXS with intense synchrotron light and subtracting the dominant surface contribution to the overall signal we managed to retrieve information on the structural changes within the layers. The conclusions from the GISAXS analysis were confirmed by photoluminescence measurements.