PMMA-based nano-cellular materials were produced using a gaseous CO2 foaming process. PMMA has been investigated because of its CO2-philic behaviour, which allows high CO2 uptake during the foaming process and facilitates the nucleation phenomenon. Nevertheless, one way to further increase the nucleation rate during the foaming process is to create a heterogeneous nucleation inside a polymer/nucleating agents system, while controlling the foaming process parameters. The addition of acrylate-based copolymers as potential nucleating agents to PMMA is the method chosen here to increase the nucleation rate. This study focuses on the foaming of blends of PMMA and acrylate-based copolymers with a batch process using gaseous CO2 and presents the influence of the initial microstructure of the blends on their final foam structures. Under certain conditions, nano-cellular materials with an average cell size lower than 100 nm were obtained, a hundred times lower compared with PMMA foam.