The organic-inorganic hybrid optical materials with a high transmittance of visible-light have shown great potential applications. However, it is still in challenge to maintain the transparency of optical materials when the inorganic nanoparticles (NPs) are introduced into the polymer matrix because of Rayleigh scattering caused by the severely aggregation of NPs, which is a huge obstacle for its applications. This article reports a transparent "solution" mixing method to fabricate a highly transparent nanocomposite film of zinc oxide (ZnO)/poly (methyl methacrylate)-co-poly (styrene) (PMMA-PS) with the novel UV-shielding properties. The transparent "solution" containing nanoparticles was prepared by phase-transfer of ZnO NPs suspension in hexane to NPs dispersion in toluene with surface modifier. The latter dispersion had the complete transparency as a solution (so-called "solution"). It was found that the incorporation of ZnO NPs not only provided UV-shielding ability to the PMMA-PS nanocomposite film with the same transparency of the pure PMMA-PS film, but also improved the thermal stability of the film. When 2% of the ZnO NPs were added into the PMMA-PS polymer, the nanocomposite film could block UV radiation at 350 nm up to 97% and allow 98% transmittance of visible light at 400 nm. The SEM and TEM studies further confirmed that the ZnO NPs were well distributed in the PMMA-PS polymer matrix with the maximum aggregated nanoparticle size less than 20 nm in diameter. High thermal stability was achieved with a 37 C increase in the initial decomposition temperature of such nanocomposite compared to the pure PMMA-PS.