The impact of the size of free and embedded GaN nanoparticles on vibrational properties has been studied using three different numerical methods. The thermal conductivity of free nanoparticles was also estimated with equilibrium molecular dynamics. Important discrepancies between the vibrational density of states of small nanoparticles compared to the bulk are observed, such as the presence of modes in the bandgap related to the surface modes, the optical peaks decrease, and the redshift of the transverse acoustic peak. When these nanoparticles are embedded in a SiO2 matrix, the peaks in the bandgap disappear and the transverse acoustic modes are shifted back to the bulk frequencies. These differences between the free and the embedded nanoparticles tend to disappear for nanoparticles with diameters larger than 5 nm. Finally, the thermal conductivity for free nanoparticles is computed, showing a non-linear augmentation upon the increase of the size of nanoparticles. The latter results could be useful in effective medium models used to estimate the thermal conductivity of nanocomposites.