We present a combined study by X-ray diffraction, scanning electron microscopy (SEM), transmission electron microscopy (TEM), and scanning transmission X-ray microscopy (STXM) of the successful formation of nanocomposites of polypropylene with montmorillonite by melt processing, providing a complete picture of the intercalation and exfoliation processes taking place. The nanocomposites contained 5 wt % of an organically modified montmorillonite, and different amounts of polypropylene-graft-maleic anhydride, used as a polar compatibilizer, Microscopy reveals a complex morphology, with partial intercalation/exfoliation, which depends on the concentration of compatibilizer. STXM spectromicroscopy provides direct information of the presence of different polymer components at the polymer-silicate interfaces and details on the intercalation mechanism.