The effect of nanoparticle surface chemistry on the thermal, mechanical, and magnetic properties of poly(methyl methacrylate) (PMMA) nanocomposites with cobalt ferrite nanofillers was studied by comparing nanofillers coated with oleic acid (OA; which does not covalently bond to the PMMA matrix) and 3-methacryloxypropyltrimethoxysilane (MPS, which covalently bonds to the PMMA matrix). Thermogravimetric analysis revealed an increase in the thermal degradation temperature of the nanocomposites compared with the neat polymer. The effect of cobalt ferrite nanofiller on the glass transition temperature (T(g)) of the nanocomposite was evaluated by differential scanning calorimetry. The T(g) value of the material increased when the particles were introduced. Dynamic mechanical analysis indicated an increase in the storage modulus of the nanocomposite because of the presence of nanofiller and a shift in the peak of loss tangent toward higher temperature. Magnetic measurements indicated that both nanocomposites had a small hysteresis loop at 300 K and no hysteresis at 400 K. However, estimates of the nanofiller's rotational relaxation times and measurements of the zero field cooled temperature-dependent magnetization indicate that the observed lack of hysteresis at 400 K is likely because of particle rotation in the polymer matrix. (C) 2011 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 49: 1163-1172, 2011