We have investigated the combination of the thermally auto-initiated free radical polymerization of styrene and precipitation polymerization in order to develop a fast and environmentally friendly approach to produce polystyrene. To achieve high reaction temperatures in a short period of time, microwave irradiation was utilized as the heating source. Styrene was used without any purification, e.g., without distillation or column filtration. Due to the auto-initiation of styrene at high temperatures no radical initiator was required. Different water- or ethanol-to-styrene ratios were heated far beyond their boiling points and at relatively high pressures for the auto-initiated polymerization of styrene. The obtained molecular weights could be controlled by the ethanol-to-styrene ratio in the case of ethanol as the solvent although the monomer conversions were rather low under the applied conditions. Moreover, the effect of a commercially available stable free nitroxide was investigated on the control over the polymerization. It has been observed that it is possible to control the molecular weight of the polymer by changing the ratio of styrene to free nitroxide (varied from 10:1 to 400:1) and moderate polydispersity indices (PDI = 1.3 to 1.9) could be obtained. Finally, the developed polymerization processes only require a simple purification step due to the precipitation of the polystyrene in the reaction solvent.