Photocatalytic remediation represents a potential sustainable solution to the abatement of xenobiotic pollutants released within the water environment. Aeroxide® P25 titanium dioxide nanoparticles (TiO2 NPs) are well-known as one of the most efficient photocatalysts in several applications, and have also been investigated in water remediation as suspended powder. Recently, their application in the form of thin films has been revealed as a potential alternative to avoid time-consuming filtration processes. Polymers represent suitable substrates to immobilize TiO2 NPs, allowing further production of thin films that can be exploited as a photoactive coating for environmental remediation. Nevertheless, the methods adopted to immobilize TiO2 NPs on polymer matrix involve time-consuming procedures and the use of several reactants. Here, titanium dioxide-based nanocomposites (NCx) were obtained through a new approach based on Methyl Methacrylate in situ bulk polymerization and were compared with a blended mixture (BL). Their morphology and chemical–physical properties were investigated through Thermogravimetric Analysis (TGA), Differential Scanning Calorimetry (DSC), UV–Vis, and Raman spectroscopies. It was revealed that the in situ approach deeply influences the chemical–physical interactions between the polymer matrix and TiO2 NPs. Photocatalytic experiments revealed the boosted photodegradation activity of NCx thin films, induced by the in situ approach. The photodegradation of paraquat and acetaminophen was also ascertained.