Numerical modeling of the thermoforming process of polymeric sheets requires precise knowledge of the viscoelastic behavior under conjugate effect pressure and temperature. Using two different experiments, bubble inflation and dynamic mechanical testing on a high-density polyethylene (HDPE) nanocomposite reinforced with polymethylsilsesquioxane HDPE (PMSQ–HDPE) nanoparticles, material constants for Christensen’s model were determined by the least squares optimization. The viscoelastic identification relative to the inflation test seemed to be the most appropriate for the numerical study of thermoforming of a thin PMSQ–HDPE part. For this purpose, the finite element method was considered.