Polyethylene (PE) is the most used thermoplastic commodity as a consequence of its convenient cost‐processing‐performance relationship and it can be used in the form of films for food, goods and farming packaging. On the other hand, sepiolite is a high surface area and porosity hydrated magnesium silicate with both remarkable adsorptive and absorptive properties. Thus, PE and sepiolite can combine their properties synergetically to obtain new materials with enhanced properties. In this work, a systematic study of final properties of PE‐sepiolite nanocomposite films was performed to investigate the influence of the sepiolite content and modification on the PE properties. Nanocomposites films with 1, 3, 5 and 10 wt % of sepiolite, with and without surface modification, were prepared by cast film extrusion and tested. The filler dispersion and distribution were evaluated by Transmission Electron Microscopy (TEM) and Fourier Transform Infrared Spectroscopy (FTIR), whereas the film crystalline morphology was analyzed using Atomic Force Microscopy (AFM), Differential Scanning Calorimetry (DSC) and X‐ray Diffraction (XRD). Final properties as mechanical ones, oxygen permeability and transparency were also studied and related with the film structure. Mechanical properties, crystallization and oxygen permeability were increased maintaining good film translucency. POLYM. ENG. SCI., 54:1931–1940, 2014. © 2013 Society of Plastics Engineers