In the Mexican state of Jalisco, a significant amount of fibrous agave waste is generated from the tequila industry every year. The objective of this study was to establish the potential of obtaining cellulose nanofibers (CNF) from the bagasse waste of Agave tequilana, and then incorporate them into a linear medium density polyethylene matrix to obtain nanocomposites through the thermocompression process. These nanoparticles were used to prepare nanocomposites of the selected matrix, incorporating 1 to 5 wt% of CNF. All of the prepared composites had a low water absorption. Increases in tensile strength and in modulus and flexural properties occurred when the concentration of the CNF was augmented. However, in the case of nanocomposites with 5 wt%, a decrease in elongation was observed.