Thermoplastic vulcanizates nanocomposites based on polypropylene (PP) and ethylene-propylene-diene terpolymer rubber (EPDM) blends reinforced with organoclay modified montmorillonite have been prepared via melt intercalation. The silicate layers of the clay were intercalated and dispersed at a nanometer level in the matrix blends. The nanocomposites exhibit improved mechanical properties, this effect being more evident at high EPDM contents in the blend (above 80%). This behavior is attributed to the fact that the EPDM chains are more easily inserted into the galleries silicate, giving rise to a more intercalated structure as was observed by X-ray diffraction.