The optical, thermal and electrical behavior of single-wall carbon nanotubes (SWCNTs)/poly(methyl methacrylate) (PMMA) composite are studied as a function of SWCNTs concentration. The nanocomposites were prepared in the form of films by solution casting technique. The concentrations of SWCNTs in SWCNTs/PMMA films were 0, 0.5, 1, 1.5, 2, 3.5, 5, 7.5, and 10 wt%. High-resolution transmission electron microscopy showed that SWCNTs doped in PMMA is less fragmented as compared to the powder SWCNTs. This is due to the interactions with polymers as well as the fabrication method. X-ray diffraction patterns of SWCNTs/PMMA composite films indicated that there is no covalent interaction between SWCNTs and PMMA. In addition, it demonstrates a homogeneous dispersion of SWCNTs in PMMA matrix. The optical properties of SWCNTs/PMMA films of SWCNTs concentration from 0 to 2.0 wt% have shown that the absorption intensity of the composite was enhanced ≈8.5 times as compared to the plain PMMA. Photoacoustic spectroscopy technique was used as a powerful and non-destructive tool to determine the thermal diffusivity (α), thermal effusivity (e) and thermal conductivity (k). The composites exhibited ≈160 % improvement in k at 2.0 wt%. Furthermore, the DC electrical conductivity measurements of SWCNTs/PMMA showed that the percolation threshold value was about 2.0 wt% of SWCNTs loading.