Electrophoretic deposition (EPD) has been widely studied in preparing clay-modified electrodes (CMEs) and in assembly of nano-laminated composite that mimics nacre. In this paper, the hydrothermal intercalation and EPD were combined to prepare CMEs with a uniform and continuous polymer/clay composite film of brick-and-mortar nano-laminated structure. X-ray diffraction, scanning electronic microscopy and thermal gravimetric analysis were employed to characterize the structure and composition of the films. Stability of aqueous suspension, temperature for hydrothermal intercalation and deposition time, etc. were systematically studied and discussed.