After the surface silylation with 3-methacryloxypropyltrimethoxysilane, silica nanoparticles were further modified by 9,10-dihydro-9-oxa-10-phosphaphenanthrene-10-oxide (DOPO). The immobilization of DOPO on silica nanoparticles was confirmed by Fourier transform infrared spectroscopy, UV–visible spectroscopy, magic angle spinning nuclear magnetic resonance, and thermogravimetric analysis. By incorporating the DOPO-immobilized silica nanoparticles (5 wt%) into polypropylene matrix, the thermal oxidative stability exhibited an improvement of 62 °C for the half weight loss temperature, while that was only 26 °C increment with incorporation of virgin silica nanoparticles (5 wt%). Apparent activation energies of the polymer nanocomposites were estimated via Flynn–Wall–Ozawa method. It was found that the incorporation of DOPO-immobilized silica nanoparticles improved activation energies of the degradation reaction. Based on the results, it was speculated that DOPO-immobilized silica nanoparticles could inhibit the degradation of polypropylene and catalyze the formation of carbonaceous char on the surface. Thus, thermal stability was significantly improved.