A novel perylene diimide derivative tethered with three polyhedral oligosilsesquioxane nanocages (PDI-3POSS) was designed and synthesized as an organic-inorganic hybrid with donor-acceptor (D-A) conjugated structure. The experimental results reveal that the introduction of multi-POSS nanocages endows PDI-3POSS with inhibition of continuous PDI-stacking and subsequent good dispersivity in polymer matrix. Moreover, the molecular simulation indicates that PDI-3POSS can exhibit intense intramolecular charge transfer due to the electron-donating modification at the bay position. As a result, PMMA film doped with PDI-3POSS possesses unique reverse saturable absorption property and potential optical limiting application. It is hoped that the synergistic modification of multi-nanocages and D-A structure may be a new strategy to prepare composite materials with both good dispersivity and novel nonlinear optical property.