Graphene is a two-dimensional new allotrope of carbon, which is stimulating great curiosity due to its superior mechanical, electrical, thermal and optical properties. Particularly attractive is the availability of bulk quantities of graphene (G) which can be easily processed by chemical exfoliation, yielding graphene oxide (GO). The resultant oxygenated graphene sheets covered with hydroxyl, epoxy and carboxyl groups offer tremendous opportunities for further functionalization opening plenty of opportunities for the preparation of advanced composite materials. In this work poly(methyl methacrylate) (PMMA) chains have been grafted from the GO surface via atom transfer radical polymerization (ATRP), yielding a nanocomposite which was soluble in chloroform. The surface of the PMMA grafted GO (GPMMA) was characterized by AFM, HRTEM, Raman, FTIR and contact angle. The interest of these novel nanocomposites lies in their potential to be homogenously dispersed in polymeric dense matrices and to promote good interfacial adhesion, of particular relevance in stress transfer to the fillers. PMMA composite films were prepared using different percentages of GPMMA and pristine GO. Mechanical analysis of the resulting films showed that loadings as low as 1% (w/w) of GPMMA are effective reinforcing agents, yielding tougher films than pure PMMA films and even than composite films of PMMA prepared with GO. In fact, addition of 1% (w/w) of GPMMA fillers led to a significant improvement of the elongation at break, yielding a much more ductile and therefore tougher material. Thermal analysis showed an increase of the thermal stability properties of these films providing evidence that strong interfacial interactions between PMMA and GPMMA are achieved. In addition, AFM analysis, in friction force mode, is demonstrated to be an effective tool to analyse the surface filler distribution on polymer matrices.