Polyurethane composites and methods of preparation are described herein. The polyurethane composites can comprise (a) a polyurethane formed by the reaction of (i) one or more isocyanates selected from the group consisting of diisocyanates, polyisocyanates, and mixtures thereof, and (ii) one or more polyols, (b) a particulate filler having a bulk density of 1 g/cm3 or greater, (c) optionally a fiber material, and (d) a lightweight filler having a bulk density from 0.01 g/cm3 to less than 1 g/cm3. In some examples, the lightweight filler can be selected from expanded perlite, expanded clay, foamed glass, and combinations thereof. Articles such as building materials comprising the polyurethane composites are also disclosed.