Films of poly (methyl methacrylate) (PMMA) were prepared by the addition of photoinitiator to the polymer. The influence of five organic photoinitiators on thermal stability of poly(methyl methacrylate) was studied by thermogravimetric analysis. Next, the PMMA films doped with these photoinitiators were UV irradiated and investigated in terms of changes in their thermal stability. It was found that the photoinitiators had accelerated thermal degradation of non-irradiated PMMA films due to the action of free radicals coming from the additives’ thermolysis. For UV-irradiated specimens, the effect of photoinitiator on PMMA thermal stability depended on the chemical structure of organic compound modifying the polymer. In general, thermal stability of irradiated samples was higher in the presence of additives. Thermal destruction of modified PMMA can be explained by the formation of resonance structures in aromatic photoinitiators and consumption of energy in dissipation processes.