Ternary nanocomposites based on polyamide 6 (PA6), acrylonitrile-EPDM (ethylene/propylene/diene)-styrene (AES) and montmorillonite were prepared in a twin-screw extruder, using the methyl metacrylate-co-maleic anhydride copolymer (MMA-MA) as compatibilizer. The effects of clay organophilization on the thermal behavior of the nanocomposites were studied. Three nanoclays were used for the preparation of nanocomposites: two organically modified montmorillonites (Cloisite 30B and Cloisite 20A) and an unmodified sodium montmorillonite. Wide angle X-ray scattering (WAXD) was used to evaluate the effect of clay organophilization on nanocomposite morphology. Thermal properties were characterized through thermogravimetric analysis (TGA), differential scanning calorimetry (DSC) and dynamic mechanical thermal analyzer (DMTA). WAXD results indicated the formation of exfoliated structure for the PA6/AES nanocomposites prepared using Cloisite 30B. On the other hand, the formation of intercalated structure was found for the PA6/AES nanocomposites prepared with sodium montmorillonite and Cloisite 20A. Thermal stability of the nanocomposites measured by TGA was improved significantly with the addition of different nanoclays. The DSC analysis reveals that melting point of the nanocomposites decreased with incorporation of nanoclays. The DMTA results showed a significant increase in the storage modulus due to the incorporation of Cloisite 30B in the PA6/AES blends. The higher value in storage modulus compared to the other composites studied was due to its more exfoliated structure.