In this article, ethylene-propylene copolymer/lamellar graphite nanocomposites were processed to be used in rotational molding. The addition of graphite aims at increasing the thermal conductivity of polyolefin and reducing processing cycle time. This article describes the different ways to get a well-controlled dispersion of fillers in the matrix. For that, the control of the filler/matrix interactions is necessary. Graphite was treated with a concentrated nitric acid and sulfuric acid solution to lead to a graphite intercalation compound (GIC). By heating at high temperature, expanded lamellar graphite is so obtained. As the graphite surface energy is higher than polyolefin matrix one, the initial graphite and expanded graphite were treated with stearic acid, commonly used in the case of calcium carbonate, in order to match the surface energy of the hydrophobic matrix. In addition, as for clay-polyolefin compounding, an interfacial modifier, i.e. a maleated ethylene-propylene copolymer (EP-g-MA) was added to improve the interactions between fillers and hydrophobic polyolefin matrix.