Cellulose nanocrystals (CNCs) are ideal reinforcing agents for polymer nanocomposites because they are lightweight and nano-sized with a large aspect ratio and high elastic modulus. To overcome the poor compatibility of hydrophilic CNCs in non-polar composite matrices, we grafted poly(methyl methacrylate) (PMMA) from the surface of CNCs using an aqueous, one-pot, free radical polymerization method with ceric ammonium nitrate as the initiator. The hybrid nanoparticles were characterized by CP/MAS NMR, X-ray photoelectron spectroscopy, infrared spectroscopy, contact angle, thermogravimetric analysis, X-ray diffraction, and atomic force microscopy. Spectroscopy demonstrates that 0.11g/g (11wt%) PMMA is grafted from the CNC surface, giving PMMA-g-CNCs, which are similar in size and crystallinity to unmodified CNCs but have an onset of thermal degradation 45 degrees C lower. Nanocomposites were prepared by compounding unmodified CNCs and PMMA-g-CNCs (0.0025-0.02g/g (0.25-2wt%) loading) with PMMA using melt mixing and wet ball milling. CNCs improved the performance of melt-mixed nanocomposites at 0.02g/g (2wt%) loading compared to the PMMA control, while lower loadings of CNCs and all loadings of PMMA-g-CNCs did not. The difference in Young's modulus between unmodified CNC and polymer-grafted CNC composites was generally insignificant. Overall, ball-milled composites had inferior mechanical and rheological properties compared to melt-mixed composites. Scanning electron microscopy showed aggregation in the samples with CNCs, but more pronounced aggregation with PMMA-g-CNCs. Despite improving interfacial compatibility between the nanoparticles and the matrix, the effect of PMMA-g-CNC aggregation and decreased thermal stability dominated the composite performance.