Poly(methyl methacrylate) (PMMA)/titanium dioxide (TiO2) nanocomposites were prepared by means of in situ generation of TiO2 through a non-hydrolytic sol-gel process (NHSG), starting from titanium chloride, as titania precursor, benzyl alcohol, as oxygen donor, and commercial PMMA. TiO2 nanoparticles (average size of 30 nm) were obtained in the anatase and amorphous forms. The in situ generation led to a very homogeneous distribution of particulate fillers within the polymeric matrix avoiding the problems related to distributive and dispersive mixing of conventional compounding methods (top down approach). A slight increase of glass transition temperature was observed for all prepared composites with respect to the pristine PMMA. The NHSG process did not affect the molecular weight of the polymers indicating the absence of any degradation reaction for PMMA. The presence of titania in the anatase phase increases the photodegradation of the PMMA matrix due to UV irradiation.