Three different types of styrene-ethylene-butylene-styrene block copolymer (SEBS) with varying ratios of styrene and rubber were melt-compounded with exfoliated graphite nanoplatelets at different loadings. The morphological, thermal, and mechanical properties of the nanocomposites were studied and compared. Morphological observation under SEM and AFM found that the xGnPs were dispersed at the sub-micron level throughout the SEBS matrix. Good interfacial adhesion between the xGnPs and the matrix was also observed. However, the behavior of dispersion was dependent on the styrene/rubber content. SEBS with higher styrene content showed better dispersion and strong interfacial adhesion between the xGnPs and SEBS matrix. These results contributed to the enhancement of the tensile strength of the nanocomposites. Low styrene content behaved like rubber that resulted in low tensile strength but higher elongation compared to SEBS of different amounts of styrene. The XRD patterns indicated that the melt compounding process did not change the d-spacing of xGnPs in all types of SEBS. From the thermal analysis, there was no change in the glass transition of the polymer and no improvement in the thermal stability of the nanocomposites.