In this study, we investigate the use of asphaltene, a natural waste product that is inevitably formed during heavy oil processing, as a filler in polymer composites. The focus of this work is on the compatibility of various asphaltenes, featuring different polarities, with several polymers, including polypropylene (PP), polystyrene (PS), polymethyl methacrylate (PMMA), and polycarbonate (PC). The Hansen solubility parameters were plotted to predict the compatibility of polymers with different asphaltenes. Then, polymer composites were prepared by two common techniques: melt mixing and solution mixing. The dispersion state of the asphaltenes in each polymer was investigated by using imaging and rheological techniques. This work showed that the network structure of the asphaltenes and, thus, the final properties of the composites can be controlled by the polarity of asphaltenes, mixing technique, and melt viscosity