A route to fully miscible polyethylene (PE) nanocomposites has been established based on polymer-brush-coated nanoparticles. These nanoparticles can be mixed with PE at any ratio, with homogeneous dispersion, and without aggregation. This allowed a first systematic study of the thermomechanical properties of PE nanocomposites without interference from aggregation effects. We observe that the storage modulus in the semicrystalline state and the softening temperature increase significantly with increasing nanoparticle content, whereas the melt viscosity is unaltered by the presence of nanoparticles. We show that the complete miscibility with the semicrystalline polymer matrix and the improvement of thermomeclianical properties in the solid state is caused by the PE-coated nanoparticles being nucleating agents for the crystallization of PE. This provides a general route to fully miscibility nanocomposites with semicrystalline polymers.