The mechanisms through which unevenly distributed nanoparticles may induce co-continuity in immiscible polymer blends are investigated. A comparative analysis is carried out using three different kinds of filler, namely carbon nanotubes, sepiolite and organo-clay. The fillers preferentially locate inside the minor polymer phase of the blend, inducing continuity of that phase when a critical particle loading is reached. The cross-checking of the experimental results reveals that co-continuity occurs when the strength of the particle network encapsulated inside the minor phase is sufficient to balance the inclination of the stretched polymer domains to retract back towards lower aspect ratio shapes driven by interfacial tension. A single dimensionless group is proposed to rationalize the data. The goal is providing a general criterion for the optimal selection of fillers suitable to induce co-continuity in immiscible polymer blends.