Poly(vinylidene fluoride- co-hexafluoropropylene) (PVDF-HFP) nanocomposites with different contents of nanoclays were prepared by melt mixing. The clays used included unmodified clays, a commercially available hydrophilic nanoclay based on bentonite (nanoclay 1) and organically modified clay based on montmorillonite (nanoclay 2). The nanocomposites obtained were analyzed by x-ray diffraction, differential thermal and differential scanning calorimetry analyses and their basic tensile and other characteristics were determined. The distribution of the filler throughout the matrix was found to be good for both the types of nanocomposite materials. Nanoclay 1 induced slight increase in the β-phase and higher deviation of the main diffractions (2 θ = 18.6° and 20.1° at 10 mass% filler). The degree of crystallinity of the materials containing nanoclay 2 decreased from 26.4 to 20.5% and from 23.9 to 18.7%, respectively, for the first and second heating. The tensile strength of the materials based on PVDF-HFP with nanoclays 1 and 2 was close to that of the initial copolymer or slightly increased with the addition of nanoclay 2. Young’s modulus was in the range of 215–265 MPa. The heat resistance by Vicat increased by 7°C compared with the initial copolymer.