The present article concerns the preparation of poly(methyl methacrylate)/titania nanocomposites by a non-conventional bottom-up approach, as alternative to the conventional mechanical compounding of preformed filler particles. Poly(methyl methacrylate) (PMMA) was modified with in situ generation of titania nanoparticles by means of the so-called non-hydrolytic sol-gel (NHSG) process in the presence of tert-butyl alcohol (tBuOH) as oxygen donor and polymer solvent. The results showed that the synthetic procedure used permitted the preparation of the highly filled PMMA (up to 20 phr of titania in anatase form) with titania actual content values very close to the nominal ones and with enhanced filler dispersion and homogeneous distribution within the polymeric matrix, avoiding the typical rheological problems related to distributive and dispersive mixing of conventional compounding methods. The presence of titania nanoparticles led to increases in glass transition temperature and E' modulus in the rubbery region for all the prepared samples with respect to the pristine PMMA. Finally, the nanocomposites showed an interesting photo-catalytic activity towards organic molecules. The findings led us to conclude that the NHSG process was successfully employed to produce anatase titania in the presence of tBuOH and PMMA. The proposed process seems to offer a very promising method to produce polymer nanocomposites with good filler dispersion and homogeneous distribution and with interesting functional properties such as photo-catalytic activity.