We investigated the miscibility of poly(methyl methacrylate) (PMMA) and random copolymers of tetrafluoroethylene-hexafluoropropylene-vinylidene fluoride (THV) blends and their interfacial adhesion as part of the development of cladding materials for PMMA based plastic optical fiber. Three different types of THV with different copolymer composition were used as candidates for them. PMMA/THV blends being melt-mixed at $240^{circ}C$ showed typical immiscible morphology and the glass transition temperatures of the component polymers did not change after mixing. However, tie chains connecting matrix and dispersed phase were identified when THV with high content of vinylidene fluoride, i.e., THV220 was used. In spite of the intrinsic immiscibility of PMMA/THV blends the interfacial adhesion obtained from peel test was above $10^4N/m^2$ at the adhesion temperature of $240^{circ}C$ and increased with increasing the temperature for THV220. From the melt viscosity data of the polymers it was recommended that the extrusion temperature of THV should be higher than that of PMMA in order to obtain smooth interface between core and cladding layer.