In this contribution, supercritical CO2-assisted impregnation of LDPE/sepiolite nanocomposite films with two insecticidal terpene ketones (thymoquinone and R-(+)-pulegone) is investigated, as a strategy to enhance the loading capacity compared to pure LDPE. A factorial experimental design was applied in order to evaluate the effect of five process variables at two levels (sepiolite content: 1-10% w/w; initial ketone mole fraction: 0.0017-0.0025; pressure: 9-13 MPa; depressurization rate: 0.5-2.0 MPa/min; time: 2-4 h) on impregnation yield, at 45 degrees C. ANOVA test of the results indicated that pressure, time and ketone mole fraction significantly affect impregnation yield (ranging between 2.36 +/- 0.18 and 8.60 +/- 1.66% w/w). Thermal analysis (DSC) and X-ray diffraction (XRD) allowed to investigate the nanocomposite morphology and the modifications induced by the impregnation. The mechanical properties of the films were assessed by stress-strain tests, showing that the impregnation process had a very low impact on the material ductility and strength.