Silica nanoparticles of various sizes have been incorporated by melt compounding in a poly(methyl methacrylate) (PMMA) matrix to enhance its thermal and mechanical properties. In order to improve nanoparticles dispersion, PMMA grafted particles have been prepared by atom transfer radical polymerization (ATRP) from well-defined silica nanoparticles. This strategy was expected to ensure compatibility between both components of the PMMA nanocomposites. TEM analysis have been performed to evaluate the nanosilica dispersion whereas modified and non-modified silica/PMMA nanocomposites thermal stability and mechanical properties have been investigated by both thermogravimetric and dynamical mechanical analysis.