In order to prepare optical flame retardant materials with good thermal stability and excellent flame retardant properties, graphene oxide (GO) was functionalized with cerium oxide (CeO2), and the CeO2/GO/polymethyl methacrylate (PMMA) composite was prepared by in-situ polymerization. The morphology and structure of the composite material were analyzed by optical microscope (OM), electron microscope (SEM), Fourier infrared spectroscopy (FTIR) and X-ray diffraction (XRD). The thermal stability and flame-retardant properties of composite materials were studied by thermogravimetric analysis TGA and limiting oxygen index (LOI). The results show that the CeO2/GO/PMMA composite has a higher sphericity rate, a more regular shape, and a more uniform particle size distribution. The initial thermal decomposition temperature was increased by 13 ℃, and the thermal stability was improved. And the addition of CeO2/GO can increase the limiting oxygen index (LOI) of the composite material, specifically 20.5%, which is 3.2% higher than that of the pure PMMA material. Finally, the meteorological mechanism and cohesion mechanism to improve the flame retardant performance of PMMA are analyzed. The flame retardant modification of PMMA with CeO2/GO has a very broad application prospect.