Electrospinning has been recognized as an efficient technique for the fabrication of polymer fibers. These electrospun fibers have many applications across a broad range of industries. In this research, optical transparent composites were successfully fabricated by embedding polyacrylonitrile (PAN) hollow nanofibers into poly (methyl methacrylate) (PMMA) matrix. The hollow PAN nanofibers were prepared by coaxial electrospinning. The PAN was used as the shell solution, and the mineral oil was used as the core solution. The resulting fibers were then etched with octane to remove the mineral oil from the core. The hollow PAN fibers were then homogeneously distributed in PMMA resins to fabricate the composite. The morphology, transmittance and mechanical properties of the PAN/PMMA composite were then characterized with an ESEM, TEM, tensile testing machine, UV-vis spectrometer and KD2 Pro Decagon device. The results indicated that the hollow nanofibers have relatively uniform size with one-dimensional texture at the walls. The embedded PAN hollow nanofibers significantly enhanced the tensile stress and the Young's modulus of the composite (increased by 58.3% and 50.4%, respectively), while having little influence on the light transmittance of the composite. The KD2 Pro device indicated that the thermal conductivity of the PMMA was marginally greater than the PAN/PMMA composite by 2%. This novel transparent composite could be used for transparent armor protection, window panes in vehicles and buildings, and airplane windshield etc.