Polymer encapsulated inorganic metal oxide nanocomposites composed of poly(methyl methacrylate)/TiO₂ were synthesized by the radical dispersion polymerization of methyl methacrylate in supercritical carbon dioxide. TiO₂ nanoparticles, pretreated with 3-methacryloxypropyltrimethoxysilane were used to produce the nanocomposites. Relatively stable composite latexes were formed in supercritical carbon dioxide at 7.5% w/w TiO₂ with respect to MMA in the presence of poly(dimethylsiloxane-b-methacrylic acid) stabilizer, which resulted in dry white powder. With increasing the ratio of TiO₂/methyl methacrylate, the latexes became unstable and produced more agglomerated products. Transmission electron microscope images revealed that the nanoparticles were encapsulated as small agglomerate in poly(methyl methacrylate) particles. This facile method provides a way to develop solvent free composites with nanostructures. The composite particles were also confirmed by FT-IR spectroscopy, X-ray diffraction and thermogravimetric analysis.