In this contribution, copolymerization strategy was reported to prepare polymethyl methacrylate (PMMA)-based ultraviolet (UV) shielding copolymers where polymerizable UV absorbers were synthesized and further copolymerized with methyl methacrylate. The copolymer was characterized by H-1 NMR, GPC, TGA, and UV-Vis spectroscopy. The prepared copolymer was found to exhibit high thermal stability compared with its blending counterparts, along with quite a high UV shielding efficiency demonstrated by the fact that full-band UV blocking was achieved when only 2% UV absorbers were added to copolymer. Furthermore, this copolymer also obtained high quantum yield luminescence that emitted bright blue light under UV irradiation. Given its good stability, high UV blocking efficiency, and outstanding luminescence property, the prepared PMMA copolymer is expected to have promising potential in UV shielding and photovoltaic applications.