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The aim of this study was to investigate the impact of the addition of magnesium aluminum silicate (MAS), a natural clay, on the properties of polymeric films based on quaternary polymethacrylates (QPMs). Two commercially available aqueous QPM dispersions were studied: Eudragit® RS 30D and Eudragit® RL 30D (the dry copolymers containing 5 and 10% quaternary ammonium groups, respectively). The composite QPM-MAS films were prepared by casting. Importantly, QPM interacted with MAS and formed small flocculates prior to film formation. Continuous films were obtained up to MAS contents of 19% (referred to the QPM dry mass). ATR-FTIR and PXRD revealed that the positively charged quaternary ammonium groups of QPM interacted with negatively charged −SiO− groups of MAS, creating nanocomposite materials. This interaction led to improved thermal stability of the composite films. The puncture strength and elongation at break of dry systems decreased with increasing MAS content. In contrast, the puncture strength of the wet QPM-MAS films (upon exposure to acidic or neutral media) increased with increasing MAS content. Furthermore, incorporation of MAS into QPM films significantly decreased the latter's tackiness in the dry and wet state. These findings suggest that nanocomposite formation between QPM and MAS in the systems can enhance the strength of wet films and decrease their tackiness. Thus, MAS offers an interesting potential as novel anti-tacking agent for QPM coatings.