The improvement of relevant properties (mechanical, gas barrier, resistance to abrasion, heat and fire, etc.) of polymeric matrices by the addition of layered nanoclays, even at very low loading (<7-8wt%), was demonstrated effective for several polar polymers, in which the good polymer-clay affinity favors the dispersion of the clay and the delamination of the layered clay structure, thus leading to the formation of exfoliated morphologies responsible of the performance enhancement. Instead, in the case of hydrophobic polymers such as PE the advantages obtained up to now are very smaller because, due to the poor adhesion between polymer and organoclay, only intercalated or poorly exfoliated morphologies are commonly achieved, especially when the nanocomposites are produced by conventional melt intercalation technologies. The results remained largely unsatisfactory even in presence of compatibilizing and coupling agents and the question of how to obtain exfoliated structures is still open. One possible strategy to increase the PE/nanoclay interactions, thus promoting the compounding of nanocomposites, can be the use of layered clays functionalized with silane organomodifiers. However, at our best knowledge this way is only rarely explored in the scientific literature. In this study we have succesfully modified a natural montmorillonite with (3-glycidyloxypropyl)trimethoxysilane by a silylation procedure and have used the obtained organosilylated layered clay as nanofiller for the PE. PE/clay nanocomposite systems at three different clay percentages (2, 5 and 8wt%) were produced by melt compounding using a pilot-scale twin-screw extruder and were submitted to several characterizations (x-ray diffraction, FT-IR, TGA, DSC) in order to analyze the effects of the system composition on the developed morphology, the polymer-clay interactions and the thermal properties.