In this work, polymer blend nanocomposites based on carbon fillers were produced via melt‐compounding in a twin‐screw extruder. A combination of several matrices (LLDPE, EMA, and LLDPE/EMA) and fillers (FLG, FWCNT, and FLG/FWCNT) was used. Thermal enhancement as the consequence of few‐walled carbon nanotube addition, led to significant improvements in the initial degradation temperatures of LLDPE (383.2 > 441.2°C), EMA (371.2 > 417.3°C), and LLDPE/EMA (390.55 > 430.62°C) matrixes, respectively. The evaluation of the dynamic‐mechanical behavior of the compositions showed an increase of 80% in the storage module for LLDPE‐based nanocomposites, a reduction of 30% for blend‐based nanocomposites, and a non‐change for EMA nanocomposites. Tenacity property was considerably improved, achieving a value 78% higher to the LLDPE/EMA blend, mainly due to the possible migration of the nanoparticles from EMA phase to the LLDPE phase, creating a more efficient physical network with well‐developed percolating structure, which facilitates the dissipation of energy during mechanical loading. In summary, it can be observed that the morphology control as well as the nanofillers location, proved to be extremely relevant factors to produce a polymer film with enormous gains in the thermal and mechanical properties.