A novel composite comprising polypropylene (PP) and poly(methyl methacrylate) (PMMA) was prepared using supercritical carbon dioxide (scCO(2)), although the two polymers are usually immiscible and have phase-separated morphology. This paper reports in detail the preparation, microstructure, crystallinity, and thermodynamic and mechanical properties of the PP/PMMA composite. The microstructure of the PP/PMMA composite was investigated using transmission electron microscopy (TEM), atomic force microscopy (AFM), and small-angle X-ray scattering (SAXS), and these measurements yielded consistent results. PP and PMMA were blended at the nanometer level through the supercritical impregnation of a Methyl, methacrylate (MMA) monomer and an initiator into the amorphous interlamellar regions of a PP substrate, followed by in situ polymerization of the MMA monomers. The PMMA produced within the PP is of high molecular weight. The results of wide-angle X-ray diffraction (WAXD) and differential scanning calorimetry (DSC) showed that PMMA did not affect the crystallinity, the enthalpy of melting the PP crystal, or the top temperature of the PP crystal melting, but it did reduce the starting temperature at which the PP crystal melting. The dynamic viscoelastic measurements and tensile tests were used to measure the mechanical properties of the composite including storage modulus, yield stress, fracture stress, and strain. It was determined that these properties depended on the composition of the composite and are dependent on the initial pressure of CO(2). The dynamic viscoelastic measurements also showed that the PP and PMMA were somewhat thermodynamically miscible.