The porous copolymers of 2,3-epoxypropyl methacrylate (GMA) cross-linked with 1,4-di(methacryloyloxy methyl)naphthalene (DMN) were prepared in the form of regular microspheres by suspension–emulsion polymerization. The value of specific surface area varied from 106 to 42 m2 g−1 depending on the molar ratio of functional monomer to cross-linker. In the next step, the porous methacrylate network was modified by subsequent reaction with pyrrolidone. After the process of modification, a significant drop in the value of specific surface area was observed. The thermal behavior of the parent and modified materials was studied using TG/DSC/FTIR methods. It was found that the process of modification also considerably changed the thermal properties of the polymers. The initial temperature of decomposition increases from 269 °C for parent DMN–GMA1 copolymer to 274 °C for modified DMN–GMA + P. At the same time, the final decomposition temperature increases from 521 to 621 °C.