This work presents the role of organoclay type (hydrophilic C30B vs hydrophobic C15A) and feeding mode (sequential vs. simultaneous) on a model ternary blend system poly (methyl methacrylate)/polystyrene/polypropylene (PMMA/PS/PP, 80/05/15). The rheological and thermal properties of these nanocomposites are linked to their morphology, which is mainly controlled by the preparation method and the nature of the organoclays. Using oscillatory shear rheology and dynamic mechanical analyses, both organoclays were shown to be mainly localized in the PMMA matrix. However, the more polar C30B showed a greater affinity toward the matrix. Studying the morphology using electron microscopy revealed that at 1 wt% of the organoclays, the original core-shell morphology of the blend was retained regardless of the feeding sequence. At 3 wt% of the organoclays, however, the core-shell morphology was only retained in the case of C30B-based nanocomposites prepared using sequential feeding mode. In the other cases, the increased solid-like behavior of the PS phase prevented the formation of a shell. Overall, it was shown that the feeding sequence and the affinity of organoclays towards different blend components determined their localization and therefore the eventual morphology of the nanocomposite.