Cellulose nanofiber (CNF) is a promising nanofiller for the fabrication of polymer nanocomposite with high performances due to its three-dimensional anisotropy and high mechanical strength. A critical challenge in fabricating high-performance polymer-CNF nanocomposites is the dispersion of cellulose nanofiber in a polymer matrix. Here, we report a facile aqueous preparation process for nanostructured poly (methyl methacrylate) (PMMA) / CNF composite. PMMA particles with a narrow size distribution using CNF as the stabilizer were prepared via Pickering emulsion polymerization that assures fine dispersion and enhances filler-loading. Pickering emulsion template provides the way for an environmental-friendly process for the production of high-quality polymer / CNF nanocomposites as it is water-based (no organic solvent is employed) and surfactant-free. The resulting nanocomposites with 10wt% CNF showed improved mechanical property and high visible light transmittance.