A novel interpenetrating structural ultrafine polypropylene-silica nanocomposite particles were synthesized by a modified sol-gel approach in the presence of the melt polypropylene emulsion. A series of samples with different polypropylene content was prepared to investigate the unique characteristics of this original nanocomposite. The thermal gravimetric analysis and differential scanning calorimetry results showed that the nanocomposites had the interpenetrating structure and good thermal stability, and the crystallization behavior of polypropylene was confined by the silica matrix. The interpenetrating structure of nanocomposites was also suggested by the nitrogen adsorption-desorption measurement results. The scanning electronic microscope and transmission electron microscopy images indicated that the nanocomposites had irregular particle morphology. The nanoparticle tracking analysis results show that the mean size of the nanocomposites was around 160 nm. According to the results obtained from different measurements, a reasonable formation mechanism was proposed.