The intercalation process of the E-caprolactone monomer into sodium montmorillonite clay is modeled with a combined molecular mechanics/molecular dynamics approach. This study is aimed at understanding the initial stages of caprolactone polymerization within the channels of the clay, to form highly dispersed nanocomposites. The theoretical method is first validated by modeling dry and hydrated Wyoming sodium montmorillonite; the caprolactone-intercalated clay is then investigated, with particular emphasis on the energetics of the intercalation process and the nature of the interactions building up between the organic molecules and the channel walls and sodium counterions.