Poly(methyl methacrylate)/clay nanocomposite particles with particle size of 275${sim}$292 nm range were successfully prepared using emulsion polymerization. The content of montmorillonite based on the methyl methacrylate monomer was chosen as 30 wt.%. 2,2-azobis(isobuthylamidine hydrochloride) and n-dodecyltrimethylammonium chloride were used as an initiator and a surfactant in cationic emulsion system. Potassium persulfate and sodium lauryl sulfate were used as an initiator and a surfactant in anionic emulsion system. The evidence of intercalated /exfoliated structure of montmorillonite in the nanocomposite prepared in our experiment was confirmed by wide angle x-ray diffraction patterns of $d_{001}$ plane. Thermal behavior of nanocomposite was traced using DSC and TGA. It was found that the nanocomposite particle prepared by cationic emulsion system showed intercalated structured. We also found that the nanocomposite particle obtained from anionic emulsion system resulted in the fully exfoliated structure.