High-density polyethylene (HDPE) and nanosilica nanocomposites were prepared for SiO2 content up to 15 wt%. Microstructural characterization evidenced a homogenous distribution of silica aggregates with a mean size increasing with the filler content finally resulting in a rheological percolation between 7.5 and 10 wt%. Nanoparticles did not induce any significant impact on the matrix crystallinity but led to a real improvement on elastic properties accompanied with a large embrittlement above the percolation threshold. The effect of annealing near HDPE melting temperature was studied. Differential scanning calorimetry, X-ray diffraction, and small-angle X-ray scattering analyses showed a significant change in the HDPE microstructure after annealing at 125 degrees C. A large increase in the crystallinity (from 68 to 76%) and a clear improvement of Young's modulus (by 55%) were observed prior to polymer degradation. A valuable impact of silica particles on thermal stability was also obvious regarding the evolution of elastic properties for extended exposure times (850-1,200 h). (c) 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2019, 57, 535-546