Tungsten trioxide (WO₃)-based photochromic materials endowed with unique functionalities have aroused multidisciplinary interest from chemists, physicists and materials scientists. In this paper, a series of photochromic materials were successfully fabricated by blending WO₃ nanocrystals with different morphologies (nanosheet, nanorod, and amorphous) into a polymer matrix composed of a poly(methyl methacrylate-co-butyl acrylate) P(MMA-co-BA) random copolymer. The systematic investigations of these hybrid composites revealed that their mechanical and photochromic properties strongly depended on the morphology, size and surface polarity of the WO₃ compounds, and the loading level of WO₃ in the resultant materials. Specifically, the surface polarity of WO₃ dominated the compatibility of this inorganic filler with the polymeric phase. A low concentration (0.5% by weight) of WO₃ nanorods could effectively reinforce the polymer continuum. On the other hand, the WO₃ nanosheets tended to deteriorate the mechanical performance of the composites. Notably, the concentration and morphology of WO₃ heavily influenced the photochromic behavior of the prepared materials, while the surface polarity of WO₃ did not play a critical role here. This work elucidates a detailed map for designing and constructing high performance WO₃/polymer composite materials for photochromic applications.