The thermal stability of medium-density polyethylene (MDPE)/Montmorillonite nanocomposite was studied by TGA and DSC methods in a wide range of temperature. The dispersion of the MMT clays on microscopic scales was examined using a Transmission electron microscopy (TEM). The mass loss from thermogravimetric analysis (TGA) was used to study decomposition temperature in a temperature range from room temperature to 800 °C and DSC was used to probe melting and crystallization in a temperature range from room temperature to 300°C. Simultaneous TGA made possible to show that non modified MMT clay and MMT clay modified with alkyl ammonium salt exhibit a significant stabilizing effect on MDPE macromolecules in air atmosphere and DSC shows natural MMT and MMT clay modified with alkyl ammonium salt exhibit a significant change in melting, crystallization, enthalpy and crystalline content of samples. TEM image shows uniform dispersion and intercalation of MMT clays in nanocomposites.