The supercritical fluids (SCFs) have been widely used for material synthesis and processing due to their remarkable properties including low viscosity, high diffusivity and low surface tension. Carbon dioxide is one of the suitable solvents in SCFs processes in terms of its advantages such as easy processibility (with low critical temperature and pressure), inexpensive, nonflammable, nontoxic, and readily available. However, it has generally low solubility for high molecular weight polymers with the exception of fluoropolymers and siloxane polymers. Therefore, hydrocarbon solvents and hydrochlorofluorocarbons have been used for various SCFs process by its high solubility for high molecular weight polymers. In this report, a PMMA/clay nanocomposites were fabricated by using supercritical fluid process. The $Na^+$-MMT(montmorillonites)was modified by a fluorinated surfactant which is able to enhance compatibility with the chlorodifluoromethane(HCFC-22) and thus, improve dispersability of the clay in the polymer matrix. The PMMA/fluorinated surfactant modified clay nanocomposite shows enhanced mechanical and thermal properties which characterized by X-raydiffraction(XRD), Thermo gravimetric analysis(TGA), Dynamic mechanical analysis (DMA) and Transmission electron microscopy (TEM).