Millions of tonnes of plastic and glass waste is produced worldwide, with only a limited quantity being recycled with the majority ending up in landfill, our oceans or in stockpiles. Even though current applications exist for recycled glass and plastic, there is still a need to introduce recyclate to different industries. This review presents an investigation aimed at mechanical and thermal property improvements by the incorporation of reinforcement material into a polymeric matrix. The performance of high-density polyethylene (HDPE) and glass composites manufactured with different levels of glass, additives and surface treatments have been evaluated by analysing several past investigations. The critical parameters influencing the mechanical and thermal performance of HDPE-Glass composites were identified to be the type of reinforcement, glass content, additives utilised, and the different manufacturing methods employed. Optimised mix designs proposed by researchers have been analysed along with reaction mechanisms. This review has identified a composite material to be further refined and optimised with the potential to be improved by integrating reclaimed waste to manufacture composites by promoting a zero-waste economy. Improvements in tensile strength up to 71% can be observed with the implementation of 20% by weight of glass reinforcement in HDPE composites. The use of maleic anhydride grafted polyethylene (MAgPE) as a compatibilizer facilitates the stress transfer between the two phases by improving their bonding with tensile and flexural strength increments up to 85% and 25%, respectively. This review is a valuable resource for future researchers as it identifies crucial research gaps in HDPE-Glass composite manufacturing and synthesises key findings in existing literature.