A new self-designed mechanochemical reactor, inlaid pan-mill, was used in studying high density polyethylene (HDPE) and calcium carbonate (CaCO3) blends. The effects of CaCO3 on the crushing and structure of HDPE matrix and the properties of HDPE/CaCO3 blends were investigated. Scanning electron microscopy, Fourier transformed IR spectroscopy, dynamical mechanical testing analysis, capillary rheometer, and Instron material testing system were used to characterize the structure of HDPE and evaluate the properties of HDPE/CaCO3 blends. The introduction of calcium carbonate during milling improved milling efficiency, and time needed for each cycle was greatly reduced. Oxygen-containing groups on HDPE chains, which were produced during milling, increased interfacial interactions and improved the dispersion and distribution of calcium carbonate particles in HDPE/CaCO3 blends. Rheological, thermal, and mechanical properties were also improved. The elongation at break of milled blends with high concentrations of calcium carbonate was significantly higher than that of unmilled blends.