Polymer/organoclay nanocomposites based on an ethylene–acrylic acid copolymer (EAA), a high-density polyethylene (HDPE) grafted with maleic anhydride (HDMA) and HDPE/HDMA blends with 80/20 and 50/50wt/wt composition have been studied by thermogravimetry in nitrogen and air atmospheres. The following parameters have been determined from the thermogravimetric (TG) and differential thermogravimetric (DTG) curves of the samples: T 10 , T 50 , T max , the degree of conversion at 450°C and the residue. The study of the non-isothermal degradation kinetics of the neat polymers and their nanocomposites has allowed the determination of the activation energy of degradation, the rate of degradation and the reaction order. The analysis of all parameters has led to the conclusion that in the presence of clay, the thermal stability in nitrogen atmosphere decreases, while the thermal stability in air increases. Moreover, the effect of clay on the degradation behavior of the polymer matrix is more pronounced for the nanocomposites having fully exfoliated structure than that of the nanocomposites containing intercalated clay stacks. The results have been interpreted by the better dispersion of the clay layers in the exfoliated nanocomposites, leading to a better barrier effect for the oxygen flow in air and to an increase in the number of clay catalytic sites in nitrogen.