In this study, a synthesized ultra-high molecular weight polyethylene (UHMWPE) with a less entangled state and a commercial UHMWPE with a highly entangled state were blended with high-density polyethylene (HDPE) by melt blending, respectively. Rheology, 2D small-angle X-ray scattering (2D-SAXS), differential scanning calorimetry (DSC), and tensile test were used to study the relationship between the microstructure and the mechanical properties of blends. It was demonstrated that the UHMWPE with the less entangled state was easy to be oriented at a given flow. More mechanical networks were achieved among the HDPE matrix and the UHMWPE chains due to the fewer entanglements of synthesized UHMWPE, improving the melting recovery of blends. Furthermore, notably oriented structures (shish-kebabs) with increased long-periods were made in the blends of weakly entangled UHMWPE and HDPE. The tensile strength of this blend was thus enhanced, i.e., the tensile strength raised for neat HDPE from 45.7 to 83.1 MPa for HDPE/UHMWPE blends containing 10 wt % of less entangled UHMWPE. However, the phase separation of blends was characterized when more weakly entangled UHMWPE was incorporated.