Ternary Nanocomposites of high-density polyethylene (HDPE) containing two kinds of nano particles, a layered organoclay (Closite 15A) and a spherical nano Calcium Carbonate (CaCO3), with various compositions were prepared via melt mixing. Maleic anhydride grafted polyethylene (MA-g-PE) was used to enhance the dispersion of nanofillers and better interface adhesion. Three different levels of nanoclay (1, 3, 5 wt. %), CaCO3 (6, 8, 10 wt. %) and MA-g-PE (3, 6, 9 wt. %) were used. The mixing was done in two steps: First a masterbatch of nanoparticles in MA-g-PE was prepared using an internal mixer and then melt-mixing of nanocomposites was done in a lab scale co-rotating twin screw extruder. The morphology of samples was studied using Scanning Electron Microscopy (SEM) and mechanical properties were obtained using tensile and impact tests. According to the SEM micrographs, nanofillers were well dispersed in the HDPE matrix and XRD patterns showed the intercalation of nanoclay layers too. Generally using the layered nanoclay can enhance the tensile modulus while the use of spherical nano CaCO3 leads to improve the impact strength. It was found that co-incorporation of these two kinds of nanofillers, leads to improve the stiffness and impact strength of nanocomposites simultaneously.