Understanding the relationship between interfacial adhesion and performance of nanocomposites is crucial for further designing and preparation of polymer /carbon nanotubes (CNTs) nanocomposites. In this work, we designed three auxiliary comonomers (ACMs) to construct different interfacial interaction between CNTs and polymer matrix. Raw CNTs were first oxidized by blended acids, and then three ACMs were introduced to copolymerize with methyl methacrylate (MMA) to prepare polymethyl methacrylate (PMMA)/CNTs nanocomposites via in situ polymerization. The relationship between interfacial adhesion and performance of nanocomposites was investigated in detail. The results indicated that, the enhanced interfacial adhesion led to improved thermal stability, tensile strength and modulus of nanocomposites, while the elongation at break displayed a totally opposite variation with increased interfacial adhesion. When interfacial adhesion is overwhelmingly strong, the elongation at break of nanocomposites may be even lower than that of polymer matrix. In a word, this study provides a significant reference value on constructing different interfacial interaction for obtaining polymer /CNTs nanocomposites with desired properties.