Naturally occurring halloysite nanotubes (HNTs) are first functionalized by 3‐(trimethoxysilyl) propyl methacrylate and then used as nanofillers in a mixture of difunctional methacrylates (triethylene glycol dimethacrylate and bisphenol A glycerolate dimethacrylate). Upon free radical photocrosslinking of this mixture enables the in situ preparation of HNT/thermoset nanocomposites. The covalent bonding of HNT in the thermoset matrix is proven by following characteristic bands of the mixture using Fourier transformed infrared spectroscopy. Furthermore, the presence and distribution of HNT in the nanocomposites are confirmed by scanning electron microscopy with energy dispersive X‐ray spectroscopy, and transmission electron microscopy observations. In addition, a mixed morphology containing agglomerated/nonagglomerated HNTs in the thermoset matrix is also determined. Both tensile strength and elasticity modulus of nanocomposites are dramatically increased with increase in HNT loading up to 4% ratio. On the other hand, these nanocomposites exhibit higher thermal properties compared to the neat thermoset.