Aiming to systematically convert post-consumer plastics in building materials, we compounded recycled high-density polyethylene and sugarcane bagasse. We ranged the polymer/filler ratio from 100/0 to 60/40, and assessed the properties using optical microscopy, water absorption test, adhesion by tape test, low-field nuclear magnetic resonance, dynamic-mechanical analysis, and wide-angle X-ray diffractometry. The optical microscopy of the triturated bagasse showed the reduced and heterogeneous fiber sizes. The absorption and adhesion test showed that the polymer more heavily filled with bagasse can better absorb and anchor paint with organic solvent base. The dynamic-mechanical analysis and wide-angle X-ray diffractometry led us to believe that the bagasse fibers somehow structured the amorphous region amongst the crystallized lamellae of the polymeric matrix. We concluded that these composites have interesting properties to produce building materials.