Traditionally, the drilling waste generated in oil and gas exploration operations, including spent drilling fluid, is disposed of or treated by several methods, including burial pits, landfill sites and various thermal treatments. This study investigates drilling waste valorisation and its use as filler in polymer composites. The effect of the poor particle/polymer interfacial adhesion bonding of the suspended clay in oil-based mud (OBM) slurry and the LDPE matrix is believed to be the main reason behind the poor thermo-mechanical and mechanical properties of low-density polyethylene (LDPE)/OBM slurry nanocomposites. The thermo-mechanical and mechanical performances of LDPE)/OBM slurry nanocomposites without the clay surface treatment and without using compatibilizer are evaluated and discussed. In our previous studies, it has been observed that adding thermally treated reclaimed clay from OBM waste in powder form improves both the thermal and mechanical properties of LDPE nanocomposites. However, incorporating OBM clay in slurry form in the LDPE matrix can decrease the thermal stability remarkably, which was reported recently, and thereby has increased the interest to identify the mechanical response of the composite material after adding this filler. The results show the severe deterioration of the tensile and flexural properties of the LDPE/OBM slurry composites compared to those properties of the LDPE/MMT nanocomposites in this study. It is hypothesised, based on the observation of the different test results in this study, that this deterioration in the mechanical properties of the materials was associated with the poor Van der Waals force between the polymer molecules/clay platelets and the applied force. The decohesion between the matrix and OBM slurry nanoparticles under stress conditions generated stress concentration through the void area between the matrix and nanoparticles, resulting in sample failure. Interfacial adhesion bonding appears to be a key factor influencing the mechanical properties of the manufactured nanocomposite materials.