Polymethyl methacrylate (PMMA) is an interesting polymer employed in various applications due to its outstanding properties. However, its electrical and mechanical properties can be further improved by incorporating nanoparticles, and in particular, PMMA nanocomposite with nanoparticles provides various multifunctional properties. This work reports PMMA nanocomposite preparation and structural and optical characterizations incorporating carbon nanotubes (CNTs), TiO nanoparticles, and carbon quantum dots (CQDs). CNT/PMMA, TiO/PMMA, and CQD/PMMA nanocomposite freestanding films were prepared using a simple solution method. Various properties of the prepared composite films were analyzed using scanning electron microscopy, X-ray diffraction, photoluminescence, Fourier transform infrared, and UV-Vis and Raman spectroscopy. Optical parameters and photocatalytic dye degradation for the films are reported, focusing on the properties of the materials. The CNT/PMMA, TiO/PMMA, and CQD/PMMA films achieved, respectively, good electrical conductivity, photodegradation, and fluorescence compared with other composite films.