Poly(methyl methacrylate) (PMMA) is widely used in aviation, architecture, medical treatment, optical instruments and other fields because of its good transparency, chemical stability and electrical insulation. However, the application of PMMA largely depends on its physical properties. Mechanical properties such as tensile strength, fracture surface energy, shear modulus and Young’s modulus are increased with the increase in molecular weight. Consequently, it is of great significance to synthesize high molecular weight PMMA. In this article, we review the application of conventional free radical polymerization, atom transfer radical polymerization (ATRP) and coordination polymerization for preparing high molecular weight PMMA. The mechanisms of these polymerizations are discussed. In addition, applications of PMMA are also summarized.