Polymethylmethacrylate (PMMA)/organic montmorillonite (OMMT), PMMA/MCM-41 (without template), PMMA/OMMT/MCM-41 (without template) composites were prepared by in situ polymerization. The interfacial interaction between fillers and PMMA matrix and the effect of mechanical properties and thermal stability of PMMA composite were investigated. It was demonstrated that when OMMT/MCM-41 mixture was used as filler, novel nano-network structure was formed between the matrix and the filler. Synergistic reinforcing effect was obtained due to the strong interfacial interaction between the matrix and the filler. When the amount of OMMT/MCM-41 mixture w(OMMT) : w(MCM-41)=1 : 1 was 0.5%, tensile strength of the nano-composite approached maximum values of 49.0 MPa, increased by 15%. Effect of adding different kinds of fillers on thermal properties of the nano-composites were also studied. Thermal stability of the nano-composite was higher by adding OMMT/MCM-41 mixture than that of composite by only adding either OMMT or MCM-41.