One of the drawbacks of poly(methyl methacrylate) (PMMA) is its flammability. This limits its use in many areas, particularly in constructions. Although there are several fire retardants commercially available, certain disadvantages remain. Introduction of fire retardants into PMMA can change the mechanical properties and transparency can be significantly reduced. Our attention in this study was focused on aluminium trihydroxide (ATH) nanoparticles as the filler for PMMA. To achieve better compatibility and avoid the agglomeration of nanoparticles, 2‐hydroxyethyl methacrylate was used as a co‐monomer for nanocomposite preparation. The characteristics of sheets made with ATH nanoparticles were compared to standard PMMA sheets prepared without additives. Better thermal properties and impact hardness were observed, the speed of burning was significantly lower, while complete transparency of the material was retained. POLYM. COMPOS., 37:1659–1666, 2016. © 2014 Society of Plastics Engineers