Meta-cholesterol-gelator which can self-assemble into organic nanostructure is successfully designed and synthesized, and its structure is confirmed by 1H-NMR and Mass spectra (MS).Then the Meta-cholesterol-gelator is used to modify PMMA by in-situ polymerization.The mechanical property and toughness mechanism of the PMMA composite is investigated via tensile test, impact test and SEM investigation.The results of phase morphology investigation indicate that the self-assembly organic nanostructure has been successfully and uniformly embedded in PMMA matrix.The results of tensile test and impact test indicate that the self-assembly organic nanostructure shows a far-reaching influence for materials performance, which make the PMMA composites own larger impact strength and elongation at break compared with pure PMMA.The results of impact fracture surface investigation indicate that the toughness mechanism can be attributed the huge interfacial area between self-assembly organic nanostructure and PMMA matrix, and the embedded self-assembly organic nanostructure provides an impact-absorbed skeleton that can dissipate much more energy while being impacted.