Chlorinated polyethylene wax/poly(methyl methacrylate) (CPE/PMMA) blends have been investigated using X-ray photoelectron spectroscopy, static secondary-ion mass spectroscopy and contact angle measurements, and the surface composition has been observed to depend on the chlorine content in the wax and on the blend composition. Dielectric thermal analysis and dynamic mechanical thermal analysis measurements have been used to probe the phase structure of the blends and identify the glass transition temperature. These systems exhibit a complex phase behaviour with a microheterogeneous morphology. The waxes can be divided into two groups, according to their chlorination level : Cl less than or equal to 48 wt% and Cl > 48 wt%. The extent of specific interactions in the systems, determined using nuclear magnetic resonance and Fourier-transform infra-red spectroscopies, explains the differences in behaviour. A degree of chlorination > 48 wt% is shown to be necessary for the CPE wax to form a sufficient number of hydrogen bonds to maximize compatibility with PMMA.