Multi-walled carbon nanotube-poly methyl methacrylate (MWNT/PMMA) nanocomposite has been prepared by in situ polymerization of MMA dispersed with MWNTs. The MWNTs were functionalized by nitric acid and sulfuric acid treatment, and this was confirmed by FTIR spectrometer. The solution mixture of MWNTs and MMA was partially polymerized at 80℃, followed by the addition of AIBN and polymerization at 50℃. The MWNT-PMMA composite was prepared by casting the pre-polymer on the glass plate, and the optical properties have been studied using UV-vis spectrometer. The acid treated MWNTs were well dispersed in MMA with fairly good dispersion stability, while flocculation and sedimentation was observed from raw MWNTs in MMA.