In this study, multi-walled carbon nanotubes (MWNTs) reinforced poly(methyl methacrylate) (PMMA) nanocomposites were prepared by in situ polymerization. Glycidyl methacrylate (GMA) grafted MWNTs (GMAMWNTs) were used to improve the compatibility between the MWNTs and the PMMA matrix. The physical and rheological properties of the PMMA nanocomposites with different GMA-MWNT contents were examined. The GMA-MWNTs were embedded homogeneously into the PMMA matrix by in situ polymerization. A uniform dispersion of GMA-MWNTs produced nanocomposites with enhanced physical properties. The maximum tensile strength was observed with the 2.0 wt% GMA-MWNT loading, and was 41% higher than that of pure PMMA. In addition, the viscosity of the nanocomposites was increased gradually by the addition of GMA-MWNTs. The storage (G') and loss modulus (G'') were increased significantly by increasing the GMA-MWNT content, which was attributed to the strong interaction between highly dispersed GMA-MWNTs and PMMA matrix.