This paper reports on the decisive effect that solvent has on the atom transfer radical polymerization of methyl methacrylate (MMA) at low temperature. In butanone and in the presence of a copper(I)/bipyridine complex, the polymerization is controlled and the molecular weight distribution is narrow, at 0 °C and even lower. This control is maintained when e-caprolactone (CL) is substituted for butanone. The use of this polymerizable solvent together with a novel dual initiator, 2-hydroxyethyl, 2'- methyl-2'-bromopropionate, is an efficient strategy to prepare PMMA-b-PCL diblock polymers in a one-pot process.