The structural properties, mainly the spatial variation of density and chain interaction, of melt-spun polymer optical fibres (POFs) are investigated by small-angle X-ray scattering (SAXS) and compared to Monte-Carlo polymer simulations. The amorphous PMMA POFs had been subjected to a rapid cooling in a water quench right after extrusion in order to obtain a radial refractive-index profile. Four fibre samples with different processing parameters are investigated and the SAXS data analysed via Guinier approach. Distance-distribution functions from the respective equatorial and meridional SAXS data are computed to extract the fibres’ nanostructures in the equatorial plane and along the fibre axis, respectively. Temperature profiles of the cooling process are simulated for different locations within the fibre and taken as input for Monte-Carlo simulations of the polymer structure. The simulation results agree with the SAXS measurements in terms of the cooling profile’s strong influence on the structural properties of the fibre: slower cooling in the centre of the fibre leads to stronger interchain interaction, but also results in a higher density and more homogenous materials with less optical scattering.