Polymer nanocomposites have been used for improved mechanical, thermal, electrical properties of polymers. Graphene has attracted an enormous amount of scientific interest due to its exceptional electron transport, mechanical properties, and high surface area. The incorporation of these atomically thin carbon sheets have potential to significantly improve physical properties of host polymers including polyethylene (PE). Until now, there have not been great works in literature. The properties of polymer nanocomposites depend strongly on how well they are dispersed. However, the hydrophobic nature and low polarity of PE have made effective dispersion of nano-filler difficult without compatibilization. We have chemically modified graphenes to improve their miscibility and solubility with PE. The hydroxyl and epoxide groups on reduced graphene oxides are sites for grafting on functional groups like alkanes. Covalently attaching alkyl chains on reduced graphene oxides can improve adhesion between graphenes and PE. These functionalized graphenes were blended into the PE matrices by melting with several organic co-solvents and composite films were obtained by solvent casting. Visual observation of cast films and transmission electron micrographs revealed that functionalized graphenes showed more homogeneous dispersion in PE than un-modified ones. The thermal and electrical properties will be compared to PE with modified and unmodified graphenes.