Poly (ethyl methacrylate)/Cellulose acetate butyrate/organically modified Algerian Bentonite nano‐blends (PEMA/CAB/OMMT) are prepared via solution intercalation method. Transmission electron microscopy (TEM) investigations reveal that depending on the OMMT loading, intercalated and exfoliated silicate layers nano‐blends were obtained. These nano‐blends exhibit an overall improved thermal stability compared to the pure (PEMA/CAB) blend as evidenced by thermogravimetric analysis (TGA).