Two composites based on a Zn2+ exchanged natural clinoptilolite and ZnO nanoparticles were obtained by mechanosynthesis and ‘in situ’ methods. Characterization of resulting materials was carried out using XRD, Raman spectroscopy, TGA, FE-SEM and N2 adsorption. XRD results showed that no significant changes in the crystalline structure of the zeolite took place due to the performed treatments. Thermogravimetric behaviour indicated a high thermal stability for all samples. Raman spectra exhibited the characteristic bands for clinoptilolite zeolite and ZnO reported in the literature and the RRUFF database. Morphology changes were observed between natural and exchanged clinoptilolite and the ‘in situ’ obtained composite. Textural analysis showed a decrease in surface area of ‘in situ’ composite compared with the exchanged zeolites, related to the partial nanoparticle deposition in the pore entrances. The adsorption studies of methylene blue in the zeolitic samples and composites showed that all evaluated materials were able to absorb the dye from aqueous solutions.