To date, polylactic acid (PLA) composites with a uniform dispersion of fillers have been extensively studied. However, there is little research about the shape memory behavior of a PLA composite in which the nanoclays have a nonuniform dispersion. In this paper, the alkaline calcium bentonite (ACBT) was first modified by citric acid (CA) to improve the compatibility between bentonite (BT) and PLA. The structure of CA-modified bentonite (CABT) was top characterized by Fourier transform infrared spectroscopy (FT- IR), thermogravimetric analysis (TGA), X-ray diffraction (XRD), and scanning electron microscopy (SEM). Then the CABT/PLA composite with gradient concentration of CABT in thickness direction was fabricated. Because of the good affinity between the grafted CA and the ester groups, the CABT imposed powerful restrictions on the PLA chains, which contributed to the anisotropic driving force for shape recovery. The relationship between the structure and the properties and the mechanism of anisotropic SM behavior of composite were studied.