The migration of clay particles during mixing of organically montmorillonite polyethylene (PE)/polyamide (PA) nanocomposites was investigated. Special attention was paid to the observation of PA droplet morphology establishment as well as clay localization and exfoliation at different mixing times using two mixing procedures : i) the simultaneous mixing of all components, which favors the presence of a great number of micrometric clay agglomerates within the matrix and ii) the preparation of clay/PA masterbatch leading to the dispersion of clay entities at nanometric scale within the dispersed phase. The migration of clay particles from the PE matrix towards the PA dispersed phase is a very short process, that takes about 1 min, whereas, the formation of a nanometric clay interphase after shearing in PA phase needs longer times. The correlation between droplet morphology establishment and clay migration mechanisms until the formation of a developed interphase is discussed versus mixing time and processing conditions.