Polyethylene (PE) nanocomposites were produced through in situ polymerization using bis(n‐butylcyclopentadienyl) zirconium dichloride (nBuCp)2ZrCl2 supported on silica nanospheres (SN) with diameters of 80–100 nm synthesized by the sol–gel method. The metallocene catalyst was either supported directly on the SN or on SN pretreated with methylaluminoxane (MAO). The effect of zirconium loading on the catalytic behavior and polymer properties was studied. High catalytic activities, comparable with homogeneous polymerizations, were found when the metallocene catalyst was supported directly on the SN. The catalytic activity was lower when the catalyst was supported on the MAO‐treated SN. The molecular weight of the PEs obtained using the supported systems were 40% higher than homogeneous system. TEM images show that the nanospheres were well dispersed throughout the PE matrix. There was a significant improvement in the morphology of the polymer particles for support systems.