In this work, the effects of organoclay (OMMT) and cross‐linking agent on thermal and mechanical properties as well as the morphology of dynamically cured nanocomposites based on ethylene‐octene copolymer are studied. The nanocomposites containing 1, 3, 5, and 7 wt% OMMT are first prepared and then cured with 0.5 and 1 wt% dicumyl peroxide. Low angle X‐ray scattering and transmission electron microscopy reveal that the size of clay tactoids is increased with the increase of OMMT content within the nanocomposites especially for the uncross‐linked matrix. In addition, the distance between adjacent clay layers is increased for the cured nanocomposites containing 1 and 3 wt% OMMT, however, it remains relatively unchanged for higher amounts of the nanofiller. In uncross‐linked systems, the nanocomposites containing up to 5 wt% OMMT exhibit a remarkable enhancement in stress and strain at break compared to that of the matrix alone. With the addition of further OMMT content, although the stress and strain at break are both decreased, still remained much higher than that of the pristine copolymer. A mechanism is also proposed to compare the microstructure of the uncured and cured nanocomposites before and after stretching.