Nanocomposites based on high density polyethylene (HDPE)/linear low density polyethylene (LLDPE) blend were prepared by melt compounding in a twin-screw extruder using an organoclay (montmorillonite) as nano-filler and maleic anhydride-grafted linear low density polyethylene (LLDPE-g-MA) as compatibilizer. The effects of two blending protocols were also investigated. In the first blending protocol LLDPE and LLDPE-g-MA were first reinforced with organoclay and then this nanocomposite was later blended with HDPE, and the second blending protocol LLDPE-g-MA was mixed with organoclay first and then this masterbatch was diluted with HDPE and LLDPE. The preparation of the masterbatch resulted in the degradation of polyethylene, with crosslinking formation which increase the viscosity of the polymer and facilitated the dispersion of the organoclay in the polymeric matrix. WAXD and TEM were used to determine the effect of blending protocol and organoclay content on the intercalation and mechanical properties. The introduction of a maleated polyethylene was required to improve the organoclay dispersion in the nanocomposites. Thermal and mechanical properties of the nanocomposites were affected by blending protocols and the content of organoclay. The degree of crystallinity of the materials prepared using the first blending protocol decreased upon the intercalation of clay platelets whereas for the materials obtained using the second blending protocol the degree of crystallinity decreased due the crosslinking which further restricted mobility and diffusion of polymer chains. The nanocomposites show higher values of tensile modulus, flexural modulus and HDT compared to the blend without the addition of organoclay. The OMMT content added to the polymer blend results in significant and well correlated improvements in tensile and flexural moduli.