Cross-linked polystyrene loaded by silica nanoparticles (CPS/SNPs) with hydrophilic nature was prepared via a solvent-free surface-initiated atom transfer radical polymerization technique. Chemical immobilization of the initiator of the polyaddition reactions was performed on silica nanoparticles. Also, polyoxyethylene chains capped with styrenic end units were synthesized from the reaction of 4-chloromethyl styrene and polyethylene glycol with mole ratios of 2:1 and then used as the chain cross-linker. In addition to CPS/SNPs composite, a cross-linked material lacking silica cores (CPS) was also prepared by a similar technique. Thermal stabilities of the resulting cross-linked polystyrenes were fully investigated by thermogravimetric analysis/differential thermogravimetry. The silica-containing cross-linked material clearly showed more thermal stability than the bare material. In addition, both CPS/SNPs and CPS presented thermal stabilities nearly as much as other polystyrene–silica materials reported in the literature. Thus, the polyoxyethylene cross-links did not cause additional thermal sensitivity in the network obtained. Furthermore, differential thermal analysis measurements demonstrated that the phase transition caused by the thermal decomposition in CPS/SNPs composite is significantly reduced due to the presence of silica cores.