A low content of nanoclay (modified montmorillonite, MMT) was added to PA6/mEPDM/EPDM-g-MA blends via melt compounding in order to obtain three different nanoblends by two methods: (a) one-step mixing in which the polymeric and the inorganic components were simultaneously introduced in the feed ports 1 and 2 of a corrotating twin-screw extruder respectively; (b) two-step mixing in which the PA6/mEPDM/EPDM-g-MA elastomeric blend was first obtained and in a second step the MMT was added at two different mixing speeds. The microscopic study and the mechanical characterization of the nanoblends showed a relationship between microstructure, processing conditions, and mechanical properties. A predominant reinforcement effect due to the presence of organoclays was observed.