Interactions of nanoparticles (NPs) with their environment may have a pronounced effect on their structure and shape as well as on their functionality in applications such as catalysis. It is therefore crucial to disentangle the particle-adsorbate and particle-support interaction effects on the particle shape, its local structure, atomic dynamics, and its possible anisotropies. In order to gain insight into the support effect, we carried out an X-ray absorption fine-structure spectroscopy (XAFS) investigation of adsorbate- and ligand-free size-selected Pt NPs deposited on two different supports in ultrahigh vacuum. Polarization-dependent XAFS measurements, neural network-based analysis of X-ray absorption near-edge structure data, and reverse Monte Carlo (RMC) simulations of extended X-ray absorption fine structure (EXAFS) were used to resolve the 3D shape of the NPs and details of their local structure. A synergetic combination of advanced in situ XAFS analysis with atomic force microscopy and scanning tunneling microscopy (STM) imaging provides uniquely detailed information about the particle-support interactions and the NP/support buried interface, not accessible to any experimental technique, when considered alone. In particular, our combined approach reveals differences in the structure of Pt NPs deposited on TiO2(110) and SiO2/Si(111). Pt NPs on SiO2 assume a spherical-like 3D shape and weakly interact with the support. In contrast, the effective shape of analogously synthesized Pt NPs on TiO2(110) after annealing at 600 °C is found to be a truncated octahedron with (100) top and interfacial facets that are encapsulated by the TiO2 support. Modeling disorder effects in these NPs using an RMC approach reveals differences in bond-length distributions for NPs on different supports and allows us to analyze their anisotropy, which may be crucial for the interpretation of support-dependent atomic dynamics and can have an impact on the understanding of the catalytic properties of these NPs.