A simple, facile and versatile approach is presented for the preparation of PMMA/ZnO nanocomposite materials, which possess high transparency, no color, good thermal stability, UV absorption and improved mechanical properties. The employed process involved mixing of ZnO nanoparticles dispersed in DMAc with the PMMA matrix dissolved in the same solvent. The effect of ZnO content on the physical properties of the PMMA matrix is studied. A significant improvement in mechanical properties was observed with the incorporation of 0.5 wt.‐% ZnO particles. The beauty of the described approach lies in the fact that despite being a simple and facile approach, it offers nano‐level (2–5 nm) mixing of ZnO nanoparticles into a polymer matrix.