This paper reports the grafting of poly(methyl methacrylate) (PMMA) onto organophilic montmorillonite (Cloisite 20). Cloisite 20A was reacted with vinyltrichlorosilane to replace the edge hydroxyl groups of the clay with a vinyl moiety. Under the reaction condition, the exchange of quaternary alkylammonium cations with $H^+$ ions was prevented and only the silanol groups on the edge of the clay reacted with vinyltrichlorosilane. The radical polymerization of the product with methyl methacrylate as a vinyl monomer led to the chemical grafting of PMMA onto the montmorillonite surface. Chemical grafting of the polymer onto Cloisite 20A was confirmed by Infrared (IR) spectroscopy after Soxhelt extraction. The interlayer and surface changes to the clay in the prepared nanocomposite materials and the grafted nano-particles were examined by X-ray diffraction (XRD) and scanning electron microscopy (SEM). The intercalated nanocomposites were obtained for clay contents up to 5%. The nanocomposites were examined by thermogravimetric analysis (TGA) and dynamic mechanical analysis (DMTA). Nanocomposites exhibit a higher glass transition temperature and improved thermal properties than neat PMMA due to an interaction between the PMMA matrix and PMMA-grafted clay particles.