The aim of the present study was to produce sustainable composites using green low-density polyethylene (LDPE) reinforced with heat-treated lignocellulosic residues. The transformation processes were employed to enhance the chemical compatibility of lignocellulosic wastes with the polymer matrices of the composite materials. Sawdust from pine wood (PW) and milled pecan nutshells (NS) were subjected to a thermal treatment at 180°C for 2 h. These heat-treated residues were then homogenized with the polymer matrix and molded through hot compression. The resulting wood polymer composites (WPCs) were subjected to various characterization tests, including density, mechanical properties, infrared spectroscopy, thermal stability, hygroscopic behavior, and morphology. Comparing the composites, the inclusion of heat-treated fillers led to reductions in water absorption and thickness swelling, especially for the NS. Furthermore, the composites didn’t exhibit increased flexural strength and/or tensile strength after the bio-components treatment. The insertion of thermally treated lignocelluloses also resulted in slight decreases in equilibrium moisture content and apparent contact angles.