In this work, poly(methyl methacrylate), PMMA, and its composites involving montmorillonites modified with different quaternary ammonium salts were prepared and characterized by X-ray Diffraction, XRD, Transmission Electron Microscopy, TEM, Thermogravimetry, TGA and direct pyrolysis mass spectrometry, DPMS. Increase in the interlayer spacing of the silicate layers compared to the corresponding organically modified clay was detected in X-ray diffractograms for all the PMMA composites in accordance with TEM results indicating mainly intercalated structure. The thermal stability of all PMMA composites increased compared to the neat PMMA. Thermal stability of the composites increased with the increase in the interlayer spacing of the silicate layers. This behavior was directly associated with better intercalation of PMMA chains within the galleries with larger interlayer spacing of silicate layers. Direct pyrolysis mass spectrometry results pointed out reactions between amine and hydroxyl groups of organic modifiers with the ester groups of PMMA generating methanol and thermally more stable chains.