Effect of polymerizable montmorillonites (P-MMTs) on the morphology of polyethylene/montmorillonites (PE/MMTs) nanocomposites during filling polymerization was studied. The microstructure analysis showed that the P-MMTs were more exfoliatable than nonpolymerizable MMTs in the preparation of PE/MMTs nanocomposites. By examining the influence of the polymerization condition on the microstructure of the resultant nanocomposites, it was confirmed that the shear force formed by the mechanical stirring was the driving force of the exfoliation dispersion of MMT sheets during the filling polymerization. Comparatively, the shear force on MMT sheets might be increased due to strong interaction between PE chains linked to the surface of P-MMTs and the solvents molecules, which is the reason that polymerizable clay is more exfoliatable than nonpolymerizable clay.The copolymerization between polymerizable modifier and ethylene was confirmed by NMR measurements. Furthermore, the morphology of the resultant nanocomposites was influenced by the concentration of the dispersed PMMTs. The degree of exfoliation of the resultant nanocomposites at a relatively low concentration was higher than that at a high concentration. This is because of the multiscale organization of the organoclay dispersed in the organic medium. High exfoliation degree of MMTs and improved interaction between PE matrix and P-MMTs in PE/P-MMTs nanocomposites led to significant improvements in mechanical properties and barrier properties.