Communication: A self-assembly phenomenon in an extruded polystyrene/clay nanocomposite sample is observed during a temperature increase process. Wide-angle X-ray diffraction (WAXD), transmission electron microscopy (TEM), and infrared diechroism techniques have been employed to investigate the self-assembly phenomenon. The results show that in the self-assembly structure the montmorillonite primary particles orient parallel, and the phenyl rings of the polystyrene align perpendicular to the primary particles, whereas no obvious orientation of the aliphatic chain was observed.