The polymer composite material is produced using no solvent and comprises a rigid polymer (B) dispersed uniformly into a matrix (A) at the molecular level in a state of a copolymer (A-B or A'-B), resulting in enhancement of the interface bonding of the rigid polymer (B) to the matrix (A). The non-solvent method comprises a step of polymerizing a thermoplastic polymer (A) and a monomer to form a rigid polymer (B) with no solvent in the molten and kneaded state to give a copolymer (A-B or A'-B) in which the flexible molecular chains (A or A') composed of the thermoplastic polymer are copolymerized with the rigid polymer (B), to reduce the stress concentrating sources of the rigid polymer dispersed microscopically at the molecular level in the thermoplastic polymer matrix and enhance the interface bonding between the rigid polymer (B) and the matrix (A).