Nanosilica/poly(methyl methacrylate) (PMMA) composites are used to improve the mechanical properties of neat PMMA polymer. In order to obtain superior mechanical properties, it is essential to achieve good bonding between the SiO2 nanoparticles and the PMMA matrix, which is typically achieved by coating silica nanoparticles with silane coupling agents. In this study, conventional and supercritical coating methods were investigated together with their influence on the mechanical properties of the obtained nanosilica/PMMA composites. The results indicate advantageous properties of nanosilica modified in the supercritical phase of carbon dioxide and ethanol in terms of particle size distribution, amount of coated silane, and dispersion in the PMMA matrix. Careful dispersion of the starting silica nanoparticles in ethanol at low temperatures in order to obtain a nanosilica sol plays an important role in deagglomeration, dispersion, and the coating process. The resulting nanosilica/PMMA composite containing nanoparticles obtained by supercritical processing of the nanosilica sol showed an increase in hardness by 44.6% and elastic modulus by 25.7% relative to neat PMMA, as determined using the nanoindentation technique. The dynamic mechanical analysis reveals that addition of nanoparticles as nanosilica sol and nanosilica gel enhances composite storage modulus by about 54.3 and 46.5% at 40 A degrees C. At the same temperature, incorporation of modified silica nanoparticles with conventional method leads to an increase of 15.9% for the storage modulus, probably due to a large silica particle size and lower silane content in this sample.