The thermal stability of polymethylmethacrylate loaded with silica nnaoparticles is investigated. The temperature dependence of the mass has been accurately fitted with a single Boltzmann-like dependence. The effect of surface functionalization, size of silica nanoparticles, and concentration of silica nanoparticles is analyzed. A weak increase of the thermal stability of polymethylmethacrylate has been obtained by loading the polymer matrix with nanoparticles. Surface functionalization produced a modest increase in the thermal stability (compared to composites with silica nanoparticles without surface modification).