Polyethylene nanocomposites were prepared by in-situ polymerization technique by using highly active metallocene catalyst zirconocene (Cp2ZrCl2) in combination with methylaluminoxane (MAO). The influence of different concentrations (0, 0.6,0.83,1.6 and 2.5 wt.%) of nano calcium zirconate on catalytic activity and polymer properties was investigated. There was a steep increase in the activity of zirconocene catalyst (from 137 to 185 × 10−3 g-PE/mol h bar,) by addition 0.6 wt.% of the nanofiller The results of Differential Scanning Calorimetry (DSC), Crystallization Analysis Fractionation (CRYSTAF) and Wide Angle X-ray Diffraction (WAXD) show that the percentage crystallinity was influenced with respect to the nanofiller concentration. Microcalorimeter was used to study the effect of nanofiller on the pyrolysis of polyethylene. The fibrils morphology appearing on the fractured surface was reduced significantly with the addition of nanofiller as is evident from SEM morphology.