This work aimed to prepare biodegradable polymeric materials based on blends of a synthetic high density polyethylene (HDPE) and biodegradable polymers such as polylactic acid (PCL) and poly(caprolactone) (PLA), in a co-rotating twin-screw extruder. A polyethylene modified with maleic anhydride was used as compatibiliser. The mechanical results showed that the addition of PLA improves the blends stiffness while the addition of PCL leads to materials with a greater elongation at break and a lower Young modulus. This feature is related with the mechanical properties of each material as well as the adhesion between them. Concerning the biodegradability tests, it was found that HDPE/PCL blend presents the highest degree of biodegradability.