The invention discloses a polymethylmethacrylate nanometer composite material and a preparation method thereof, wherein silica modified montmorillonite is prepared first, and then a methyl methacrylate monomer, the silica modified montmorillonite and an initiator Azobisisobutyronitrile are mixed according to a proper proportion to prepare the polymethylmethacrylate nanometer composite material. The invention not only overcomes the problems of poor dispersity of unmodified montmorillonite in a polymer, and simultaneously solves the problem of poor thermal stability caused by use of organic micromolecule modified montmorillonite; the thermal stability of a target product is obviously improved, and better transparency is kept; and simultaneously, the preparation process is simple and convenient, and the polymethylmethacrylate nanometer composite material is easy for industrialized production and the commercialized application of products, and can be widely applied to the fields of aviation, automobile, electronic instrument, optical instrument, consumer products and the like.