Poly (methyl methacrylate) (PMMA) has replaced glass in many applications because it is transparent, easy to be polished and more resistant. Other advantages are related to its lower density, which facilitates handling and reduces transportation costs, and the fact not generate shards when broken, compromising safety. However PMMA has low abrasion resistance, hardness and low risk. It is in this context that the present work, to obtain and study of nanocomposites with PMMA matrix becomes relevant as the effect of particles with nanometer dimensions in the transparency of PMMA can be minimal and provide gains in other properties. Several researches were and have been developed composites with PMMA matrix but the focus of the research is generally improved thermal properties of PMMA or their toughness, and few studies aimed at understanding the difficulty the PMMA must resist abrasive efforts and risk. For this purpose PMMA nanocomposites bentonite clay associated with the compatibilizer, which can improve the interaction and/or toughen the system were developed. The clay used was chocolate, extracted from local sources and organophilizated with surfactant Praepagem WB® and compatibilizer evaluated in this work is the terpolymer of ethylene - methyl acrylate - glycidyl methacrylate (EMA-GMA). Mechanical tests Tensile Strength, Impact and Hardness were performed. To evaluate the interaction between the components of the systems was performed one Dynamic Mechanical Thermal Analysis (DMTA) and to evaluate the influence of them on morphology, Scanning Electron Microscopy (SEM). Organoclay particles caused a decrease in impact resistance of PMMA but the addition of EMA-GMA compatibilizer system to offset this loss. The tensile strength remained almost constant, we noticed a slight increase in hardness. The microscopy attested to good dispersion of the clay probably due to the high polarity of chemical groups present in the system.