Mayor advances have been made in the field of halogen-free flame retardant composites in the last years, mainly due to increasing regulatory pressures. This paper focuses in aluminium trihydroxide (ATH) as the halogen-free flame retardant and low density polyethylene (LDPE) as the polymer matrix of the fire retardancy foam. The attempt of this article is to achieve a cellular structure by foaming these materials, when high loading levels (up to 60wt %) of ATH are introduced. This is a difficult task due to the high amount of filler in the formulation. The aim is to reduce density without losing thermal and mechanical properties. In order to characterize the cellular structure as well as the thermal, mechanical and combustion properties, a complete study of the foamed samples was made by means of scanning electronic microscopy (SEM), thermogravimetric analysis (TGA), melt flow index (MFI), air pycnometry, mechanical testing at low strain rates, limiting oxygen index (LOI) and calorimeter bomb tests.