In this article, polymethacrylic acid/Na-montmorillonite/SiO2 nanoparticle (PMAA/Na-MMT/SiO2) composites were prepared via in situ polymerization. Fourier transform infrared spectroscopy (FTIR) indicated that the polymerization of SiO2 nanoparticle and MAA have been taken place. X-ray diffraction (XRD) results suggest that Na-MMT layers are exfoliated during the polymerization process. As evidenced by the transmission electron microscopy (TEM), the Na-MMT layers and SiO2 nanoparticles exhibit good dispersion in the polymer matrix. It was found that the PMAA/Na-MMT/SiO2 composite exhibit considerably enhanced thermal properties compared with the PMAA/Na-MMT.