Polymer foam materials constitute an emerging research topic. In recent years, nanocellular foam materials have garnered much attention, especially for thermal insulation and structural applications. In the past, nanocellular foam with cell size less than 100 nm and relative density less than 0.5 was successfully synthesized in our laboratory using the solid-state foaming method. However, the nanocellular materials were prepared from commercial PMMA. In general, co-monomers and other processing aids, such as lubricants and antioxidants, were used in the polymer synthesis. To prepare a well-defined system for academic analysis, reagent-grade PMMAs of different molecular weights were used in this study. The samples were foamed using a two-step solid state foaming method. Although nanocellular structure was obtained, the cell size was independent of molecular weight.