This study aims to incorporate LLDPE into HDPE in order to improve its processability, as well as to employ a nanoclay for maintaining the HDPE stiffness. Thermal, dynamic-mechanical and rheological properties of polyethylene composites were investigated. Muscovite mica was treated with lithium nitrate for seven cycles, followed by exchange with quaternary ammonium salt to produce organomica. Initially, organomica was added to HDPE at 2% wt. using a tweenscrew mini-extruder. The blend HDPE/LLDPE (1:1 by weight) was also evaluated at the same mica content, with and without the introduction of maleated polyethylene (PEMA) as compatibilizer in order to increase adhesion of polymers with the mineral clay. The samples were evaluated by thermogravimetry (TGA), while melting and crystallization temperatures, and the degree of crystallinity were measured by differential scanning calorimetry (DSC). Rheological properties were evaluated during blending using viscosity and torque curves as a function of processing time. The results showed that stability to thermal degradation of the polyethylene blend with mica increased with the addition of 2% wt. PEMA, where the temperature of maximum degradation rate overcame that of HDPE. The melting endotherm remained narrow in the mixture HDPE/LLDPE/mica, showing good miscibility of the polymer blend; and there was a slight decrease in the melting temperature. The reduction in viscosity during blending revealed improved processing conditions.