PMMA nanocomposites were prepared by means of self-assembly of polyhedral oligomeric silsesquioxanes (POSS) such as [Si8O12(OSiMe2H)(8)] (POSS1) and [Si7O9(cyclohexyl)(7)(OSiMe2H)(3)] (POSS2) during the free radical methyl methacrylate (MMA) bulk polymerization. The POSS phases separation and self-assembly afforded in situ nanocubes with average diameters ranging from 25 nm to 500 nm. The influence of 5.3 wt.% POSS on the thermal, mechanical and morphological PMMA nanocomposite properties was investigated. POSS mediated nanocube formation was accompanied by improvements of PMMA glass temperature and toughness. Depth profiling by means of ion beam Rutherford backscattering (RBS) analysis indicated the accumulation of POSS1 at the PMMA surface.