In this present investigation, the influence of reinforcing tungsten (W) particles in High-Density Polyethylene (HDPE) on mechanical and thermal properties, has been studied. W reinforced HDPE composites are processed by melt compounding method, with W varied in proportion of 1%, 3%, 5% and 7% by weight. The test specimens were prepared by injection molding as per ASTM standards and analyzed by X-Ray Diffraction (XRD), Scanning Electron Microscope (SEM), Mechanical and Thermal Characterization. XRD results show that, the intensity count at angle 40.3°, 58.7°, 73.6°and 87.1°increases with the increase in wt% of W particles. SEM analysis reveals that, composites containing 1wt% of W has uniform dispersion in the HDPE matrix. In mechanical characterization, tensile strength and flexural strength of the specimen reported a sharp increase with the addition of W at 1wt%, followed by a negative trend for the higher content of W particles. However, the impact strength result shows that specimen with 3wt% of W content has the highest toughness. Further from thermal characterization, Thermo Gravimetric Analysis (TGA) and Differential Scanning Calorimetry (DSC) results show that degradation temperature and the melting point of composites improve with an increase in W content. Composite with 7wt% W content has the highest degradation temperature and melting point.