Nanocomposites of PMMA/clay with new natural montmorillonite, noted AC, (from Algeria) at different content of inorganics (1, 3 and 5 wt%) were prepared by either in situ bulk radical polymerization of monomer or by ultrasonic dispersion of clay with preformed PMMA. The organomodification was achieved by ion exchange of Na+ with hexadecyl trimethyl ammonium bromide (HDTMA). The dispersion degree of the nanofiller in the polymer matrix was evaluated by X-ray diffraction (XRD) and transmission electron microscopy (TEM). The thermal stability of nanocomposites, evaluated by thermogravimetrical analysis, was in accordance with the morphological of each system while their glass transition temperature, determined from differential scanning calorimetry (DSC), was not significantly influenced by the presence of nanofiller