The PMMA (poly methyl methacrylate)/clay nanocomposite powders were synthesized by In-Situ suspension polymerizations using microwave heating. The PMMA/clay nanocomposites were also sampled using injection moulding to make specimens for material characterization. Transmission electron microscopy (TEM) and X-ray diffraction (XRD) indicated the formation of a highly intercalated clay layer in the nanocomposites. It was found that the microstructure of PMMA/clay nanocomposites was strongly dependent of content of clay. Thermo gravimetric analysis (TGA) indicated an improvement in the thermal stability of nanocomposites compared to that of the pure PMMA. Differential scanning calorimetry (DSC) showed that the nanocomposites had a higher glass transition (Tg) temperature than the PMMA. Fourier-transform infrared (FT-IR) spectroscopy indicated an interaction between the carbonyl group of PMMA and hydroxyl group of the clay. Therefore, a possible reason in enhanced material properties of nanocomposites is that the chemical interaction and nanostructure of PMMA polymer and intercalated inorganic silicate layer has increased the thermal stability of the PMMA/clay nanocomposites.