The article deals with the effect of processing procedures and conditions on structural, morphological, and rheological properties of ternary blends composed of polyethylene (PE), polyamide (PA)-12, and organically modified montmorillonite nanoclay with selective affinity. Samples were prepared from PE/PA and PA/PE blends, either by simultaneous mixing or from a polymer/clay masterbatch, using two processing conditions. The results have shown the existence of a weight fraction threshold, above which no significant processing effect was observed. Below this weight fraction threshold, the results tend to underline the significant role of two parameters that depend on processing procedures and/or conditions: the contact time between PE and PA phases and the contact time between clay and PA. Clay structure, blend morphology, and rheological properties were all shown to depend on these two parameters, and also on the nature of the matrix (PE or PA), because of the selective affinity of clay toward polymer phases. POLYM. ENG. SCI., 51:969-978, 2011. (C) 2011 Society of Plastics Engineers