A series of poly(methylmethacrylate-co-2-hydroxyethylmethacrylate)/polyhedral oligomeric silsesquioxanes (P(MMA-co-HEMA)/POSS) nanocomposites were synthesized by the combination of ATRP and click chemistry. The hybrid nanocomposites were characterized by FT-IR, 1H-NMR, GPC, SEM, XRD, DSC, and TGA analyses. The loading of POSS in the nanocomposites was calculated using 1H-NMR data. TGA measurements suggested that the incorporation of POSS into polymer matrices enhanced decomposition temperature as well as char yield of the polymeric materials. The glass transition temperature linearly increased with the increase of POSS loading plausibly because of the aggregation of POSS nanoparticles and the dipole-dipole interaction between POSS and P(MMA-co-HEMA) segments.