Hydrophilic and water-insoluble poly(acrylonitrile-co-methyl methacrylate) [P(AN-co-MMA)] nanoparticles were prepared to investigate their moisture-absorbing heat release effect. The nanoparticle size was controlled by varying the composition of AN and MMA. First, P(AN-co-MMA) nanoparticles were synthesized by emulsion polymerization, followed by cross-linking with hydrazine for water insolubility. Secondly, the hydrazine-cross-linked P(AN-co-MMA) nanoparticles were hydrolyzed in an aqueous NaOH solution to form hydrophilic groups. The hydrolyzed and cross-linked P(AN-co-MMA) [hc-P(AN-co-MMA)] nanoparticles had a more uniform and smaller particle size with increasing MMA content compared to the PAN nanoparticles, this is due to decreasing polar nitrile groups in the P(AN-co-MMA) with MMA content. A nanoparticle size less than 45 nm was obtained for P(AN-co-MMA) with a 20 mol% MMA content. The hc-P(AN-co-MMA) nanoparticles showed a temperature rise maximum of up to $12.9^{circ}C$ in the moisture-absorbing heat release test. In addition, when the nanoparticles with 20 mol % MMA content were coated on cotton fabrics, the temperature of the fabrics increased by up to $7.8^{circ}C$ at 90 % relative humidity. This demonstrates that the nanoparticles can be applied as a potential moisture-absorbing heat release material.