A process for producing graft polymer particles by bringing into contact with a coagulant a polymer latex (A) obtained by graft-polymerizing one or more monomers including methyl methacrylate with a rubbery polymer, which comprises: a coagulation step in which the polymer latex (A) is injected onto a stirring tank through an immersion nozzle which has an orifice having a sectional area of 40 mm2 or larger and is disposed so as to inject the latex in the same direction as the flow in the stirring tank, at a linear velocity of 50 to 350 mm/s as measured at the outlet of the nozzle to bring the latex into contact with the coagulant and coagulate the graft polymer, thereby obtaining a slurry; and a solidification step in which the resultant slurry is kept at 60 to 100°C to solidify the coagulated graft polymer. By the process, graft polymer particles reduced in the content of fine particles and having a high bulk specific gravity and excellent powder properties can be obtained without the necessity of using an organic solvent or a special apparatus. Thus, polymer particles with excellent powder properties can be stably produced at low cost.