The thermal stability of poly(methyl methacrylate) (PMMA) filled with silicon dioxide particles was investigated by means of rheological tests. The change in the storage modulus G′ was measured, which is a very sensitive method to detect molecular changes in polymers. The long-term thermal stability of the composites was found to depend on the temperature of the melt, the size of the silica particles, which ranged from nano- to micrometers, and the volume fraction of the filler. For high temperatures and a large surface area of the silica particles the behaviour of the composites differs significantly from that of the pure polymer. Pure PMMA degrades at high temperatures, which correlates with a decrease of G′. In contrast an increase in G′ with increasing temperature and filler surface was measured for the composite materials. This behaviour is explained by chemical reactions of the PMMA molecules with the silica particles. Effects of that kind were not found for SiO₂ filled polystyrene.