Effects of processing sequence on the clay dispersion, phase morphology, and thermal and rheological properties of PA6-HDPE-clay nanocomposites are investigated in this study. It has been found that the processing sequence plays a key role in the clay dispersion and phase morphology of the PA6-HDPE-clay nanocomposites. When PA6 is extruded with clay first, either in the absence or presence of HDPE, a continuous PA6 phase domain forms with exfoliated clay platelets that seem to have strong interaction with the dispersed HDPE droplets, leading to a favorable phase morphology. When HDPE is extruded with clay in the first extrusion, nonpolar HDPE molecules are sheared into the clay interlayers and form HDPE intercalated clay, and the HDPE-clay aggregates do not have strong interactions with PA6 in the second extrusion, resulting in a phase morphology of large HDPE par-ticles of hundreds of microns in size dispersed in PA6 phase. The DSC results indicate strong interaction between the polymers and clay; in particular, it is shown there is stabilization of c-form crystals by the compatibilizer (PEMA). Rheological characterization indicates that the PA6-HDPEclay nanocomposites exhibit significantly high storage and complex viscosity in the entire frequency range, and the loss modulus of the nanocomposites that have an exfoliated clay dispersion is lower than that of PA6 at high frequency. The results of this study suggest two types of microstructures of the PA6-HDPE-clay nanocomposites are possible using different processing sequences. V C 2012 Wiley Periodicals, Inc. J Appl Polym Sci 125: E714-E724, 2012