A method of reactive extrusion copolymerization of vinyl monomer consisting of (1) feeding vinyl monomer or at least one vinyl monomer together with an initiator into the first screw of twin-screw extruder, and modified resin into the subsequent screw section; (2) feeding the above monomer into the screw segment after auto-acceleration zone and feeding the initiator corresponding to the temperature of barrel and micro/nano inorganic modified fillers after the half-life period of the initiator; (3) feeding the antioxidant and anti-UV agent at the end of the polymerization, and then removing unpolymerized monomer and by-products by devolatilization of screw segment; (4) obtaining vinyl copolymer resin with a anticipated molecular weight of 5×102 to 6×105 from the reactive extrusion polymerization by controlling the temperature of different screw segments. The invention which overcomes the existing defects of the free radical polymerization by reactive extrusion technology, can not only meet the requirement of short stay time of reactive extrusion polymerization, combine the functionalization and high performance, but also make it possible to obtain high molecular weight polymers.