Polyvinylidene fluoride (PVDF)/Polymethylmethacrylate (PMMA)/Titanium dioxide (TiO2) composite, and its films was prepared and studied in detail. The structure, morphology, crystalline behavior, thermal, and mechanical properties of PVDF/PMMA/TiO2 film were investigated through FT-IR/ATR, SEM, XRD, DSC, TGA, and Py-GC/MS, respectively. The results showed that the blended material and its film have favorable thermal and mechanical properties. The TiO2 particles finely dispersed in the composite featured by crystalline regions of PVDF and homogeneous amorphous regions consisted of PVDF and PMMA, resulting in an advantageous properties and improvement of tensile strength and elongation at break of the PVDF/PMMA film. However, the TiO2 can greatly narrow the thermally stable margin of PVDF in PVDF/PMMA/TiO2 composite for at least 100 A degrees C with catalysis decomposition effect.