Dispersion of graphene in a polymer matrix as mono layers is an important step towards fabricating high performance polymer–graphene nanocomposites. In this paper, a novel method based on Pickering emulsion polymerization has been introduced that assures fine dispersion and enhances loading. The major idea is to use a high affinity of graphene oxide (GO) for assembly at the liquid–liquid interface for Pickering emulsion polymerization. A guideline for ensuring stable hybrid colloids of polymer–graphene oxide with an appropriate polymer particle size has been introduced. Then a system of poly (methyl methacrylate) (PMMA)–GO has been selected and the nanocomposites have been made by Pickering emulsion polymerization to examine the theory. TEM studies of the products show various interesting arrangements of PMMA and GO for a different size ratio of nanolayers to polymer particles. The new method paves the way for an environmentally benign process for the production of high quality polymer graphene nanocomposites as it is water-based (no organic solvent is employed) and soap free. Furthermore, resulting hybrid particles were melt mixed with PMMA as a master batch. The resulting nanocomposites with 0.3 wt% graphene showed improved thermal stability and stiffness.