Polymethacrylates having cage-silsesquioxanes linked through urethane bonds were newly synthesized. The urethane bonds offered hydrogen bonding networks to support formation of self-standing films whereas the cage-silsesquioxane-tethering polymers without urethane linker cannot form the self-standing films. Two kinds of cage-silsesquioxanes, i.e., corner-opened and basket-shaped types, were incorporated into the polymer side chains. The shape of the cage had impact on the mechanical properties of the polymer film due to the difference in symmetry. Furthermore, the polymer films attained high transparency and thermal stability; the thermal properties were also affected by the cage structure.