Grafting of maleic anhydride (MAH) onto high density polyethylene (HDPE) performed in the melt state through ultrasonic initiation by a laboratory-scale ultrasonic extrusion reactor was studied in this paper. The effect of sonic intensity on the amount of grafted MAH, viscosity-average molecular weight and melt flow index of the grafted product was investigated. The results show that the ultrasonic waves can obviously decrease the molecular weight of the grafted product and cause the increase of the amount of grafted MAH, implying that the grafting reaction consists of the chain scission and the grafting reaction of the produced macroradicals with MAH. The percentage of grafting of the product amounts to 0.6%; its melt-flow index is between 0.5 and 2.0 g/10 min, depending upon ultrasonic intensity, MAH content and grafting temperature. Compared with the method of peroxide initiation, in this method the crosslinking reaction can be prevented easily through the allocation of ultrasonic intensity. The mechanical properties of the improved HDPE/GF composite produced by ultrasonic initiatives are higher than in those produced by peroxide initiatives.