With the help of spectroscopic and differential scanning calorimetry (DSC) techniques, we have studied conformational and phase reorganizations as function of temperature in intercalated polymer-clay nanocomposites based on low-, middle-, and high-density polyethylene (PE) matrices. We show that Raman spectroscopy is sensitive to structural changes appearing during heating at much lower temperatures (about 47 °C) in comparison to DSC measurements. In fact, in the melting region where DSC traces show endotherms, Raman spectra reveal dramatic changes in the phase and conformational compositions of PE and PE-matrices within PE-clay nanocomposites. Noteworthy, the structural reorganization pathway, through which the semicrystalline nanocomposites transform into a melt state, depends primarily on the PE density and weakly on the filler (nanoclay). Moreover, the temperature-dependent crystallinity degree and the total amount of trans-conformers of the PE system are determined, and the evidence for the formation of intermediate crystal-like phase during heating is shown.