In this paper, we report the preparation of polyethylene composites with organically modified montmorillonite. Three different Na+-montmorillonites were modified in order to obtain organoclays and two grades of high-density polyethylene were used as composite matrices. All composites were prepared by melt blending, and their physical and mechanical properties were thoroughly characterized. The extent of clay platelet exfoliation in the composites was confirmed by X-ray diffraction (XRD). Mechanical properties under static and impact conditions were evaluated to assess the influence of the reinforcement on the properties of polyethylene.