In present research work, nanocomposite films of organic polymeric matrix polymethylmethacrylate (PMMA) and its nanocomposites with inorganic nanosized filler, namely titania (TiO₂) nanoparticles, have been prepared and characterized thermally. TiO₂ nanoparticles have been synthesized by chemical route method. Formation of nanoparticles and their average size have been confirmed by Transmission Electron Microscopy (TEM). The average particle size of the nanoparticles has been found to be ~19 nm. PMMA-TiO₂ nanocomposites with different TiO₂ weight percent (e.g. 1%, 2% and 3%) have been prepared by solution casting technique. These prepared samples have been investigated by means of Differential Scanning Calorimetry (DSC) at different heating rates. The effect of heating rate and TiO₂ weight percent on glass transition temperature (T_g) and melting temperature (T_m) have been studied. It has been found that T_g and T_m increases as TiO₂ content increases in PMMA matrix. An effort has also been made to calculate activation energy at glass transition temperature using Kissinger, Moynihan and Lasocka relations.