Recently, supercritical fluid process has been widely used in material synthesis and processing due to their remarkable properties such as high diffusivity, low viscosity, and low surface tension. Supercritical carbon dioxide is the most attractive solvent owing to their characteristics including non-toxic, non-flammable, chemically inert, and also it has moderate critical temperature and critical pressure. In addition, supercritical carbon dioxide would dissolve many small organic molecules and most polymers. In this study, we have prepared the poly (ethylene oxide)/clay nanocomposites using supercritical fluid as a carbon dioxide. Commercialized Cloisites-15A and Cloisites-30B used in this study, which are modified with quaternary ammonium salts. The nanocomposites of polymer/clay were characterized by XRD, TGA and DSC. Poly (ethylene oxide)/clay nanocomposites by supercritical fluid show higher thermal stability than nanocomposites prepared by melt process. In addition, supercritical fluid process would be increased dispersibility of the nanoclay in the matrix.