Poly(methyl methacrylate) (PMMA)/sodium montmorillonite (Na-MMT) nanocomposites were prepared with a novel method utilizing a macroazoinitiator (MAI). To induce the intergallery polymerization of methyl methacrylate (MMA), the MAI containing a po1y(ethylene glycol) (PEG) segment was intercalated between the lamellae of Na-MMT and swelled with water to enhance the diffusion of MMA into the gallery. The structure of the nanocomposite was examined using X-ray diffraction and transmission electron microscopy, and the thermal properties were examined using differential scanning calorimetry and thermogravimetry. The PMMA/Na-MMT nanocomposite prepared by intergallery polymerization showed a distinct enhancement of its thermal properties; an approximately $30^{circ}C$ increase in its glass transition temperature and an $80sim100^{circ}C$ increase in its thermal decomposition temperature for a $10\%$ weight loss.