The increased interest in reducing the environmental effects caused by releasing organic compounds and aqueous waste has motivated the development of polymeric materials in supercritical fluids. Recently, supercritical fluids have been used in material synthesis and processing because of their special properties, such as high diffusivity, low viscosity, and low surface tension. Supercritical carbon dioxide is the most attractive because it is non-toxic, non-flammable, and has moderate critical temperature and critical pressure values. Supercritical carbon dioxide can also swell most polymers. In this study, we prepared polymer/clay nanocomposites using supercritical fluids. Cloisites 10A, 15A, 25A, and 30B used in this study are montmorillonites modified with a quaternary ammonium salt. The nanocomposites of polymer/clay were characterized by X-ray diffraction, thermogravimetric analysis, and differential scanning calorimetry.