Poly(ε-caprolactone) (PCL) and poly(vinyl chloride) (PVC) layered silicate nanocomposites were prepared by combination of intercalative polymerization and melt intercalation. In a first step, high clay content PCL nanocomposites were prepared by in situ polymerization of -caprolactone intercalated between selected organo-modified silicate layers. The polymerization was catalyzed with dibutyltin dimethoxide in the presence of montmorillonites, the surface of which were previously exchanged with (functionalized) long alkyl chains ammonium cations. Then, these highly filled PCL nanocomposites were added as masterbatches in commercial PCL and PVC by melt blending. The intercalation of PCL chains within the silicate layers by in situ polymerization proved to be very efficient, leading to the formation of intercalated and/or exfoliated structures depending on the organo-clay. These masterbatches were readily dispersed into the molten PCL and PVC matrices yielding intercalated/exfoliated layered silicate nanocomposites which could not be obtained by melt blending the matrix directly with the same organo-modified clays. The formation of nanocomposites was assessed both by X-ray diffraction and transmission electronic microscopy. Interestingly, this so-called 'masterbatch' two-step process allowed for preparing PCL nanocomposites even with non-modified natural clay, i.e. sodium montmorillonite, which showed a material stiffness much higher than the corresponding microcomposites recovered by direct melt intercalation. The thermal stability of PCL nanocomposites as a function of clay content was investigated by thermogravimetry (TGA).