The special features of polymer nanocomposites are continually gaining interest both in academia and in industry. The latter is especially experiencing an increase in interest towards this class of polymer composites, and this is leading to the first concerns about their reprocessing and reciclability. Here, a systematic study on the behavior of LDPE/Cloisite 15A systems upon reprocessing in a single-screw extruder is described, focusing on rheological, mechanical, and morphological properties changes. The investigated systems show a very complex thermomechanical degradation behavior, with the degradation of the clay modifier and different degradation paths involving the polymer matrix; all of them depend, in different ways, on the specific processing conditions.