Nanocomposites prepared from blend of high density polyethylene (HDPE), natural rubber (NR) and organoclay were melt compounded using an internal mixer. The phase morphology and mechanical properties of this thermoplastic natural rubber nanocomposites samples were examined. The transmission electron microscope (TEM) and wide angle X-ray scattering (WAXS) was used to determine the exfoliation of organoclay in this blend. The tensile and Izod impact test were used to evaluate the mechanical properties of HDPE/organoclay nanocomposites with and without the presence of NR. The Izod impact results shows an improvement more than 300% with addition of 10% NR content in the matrix. The X-ray diffraction results indicated intercalation of blend into the silicate interlayer of nano-filler I.44P and partially exfoliation of silicate layer into the blend. The SEM morphology revealed that there was some part of uneven dispersion of organoclay in the blend.