Uncompatibilized immiscible blends of polystyrene (PS) and high-density polyethylene (HDPE) were melt-processed in a single-screw extruder fitted with a fine screen mesh and capillary die and were further drawn into filaments to produce near-nanoscale immiscible domains. The resultant morphologies and mechanical properties were studied for these structures in which load transfer is achieved solely by mechanical linkages between blend domains. The morphology of the blends revealed co-continuity approximately in the range of 45-47 volume percent PS. The development of a three-dimensional co-continuous network in 45 vol% PS, as revealed by morphology observations, was also related to a decrease in extruder output rate in this region, an indicator of the melt interaction of the two phases as co-continuity is achieved. Image analysis revealed submicron fibrillar structures near the phase inversion composition where domain sizes ranged from 6-220 nm with an average domain size of 90 nm. Tensile modulus increased with increasing PS content (E = 2.7 GPa at 47% PS) over the entire blend range with values greater than the rule of mixtures up to 50% PS. Strain to failure did not seem to be influenced by co-continuous morphologies and the fine dispersion of PS domains appears to constrain the fundamentally high strain of HDPE. (c) 2006 Wiley Periodicals, Inc.