Nowadays, blends of polymers are an important matter of research in the plastic materials. In particular, blends of immiscible polymers are technologically interesting as their morphology can be tailored to tune their mechanical, thermal, electric, magnetic, or optical properties. The interplay between flow, morphology, and rheology is therefore a key point if one aims at tailoring the final material properties. Block copolymers are commonly used to compatibilize the polymers forming the blend and therefore have a better control on the morphology. However, the use of block copolymer has non negligible drawbacks: each type of blend needs to have a block copolymer with a tailored chemistry adapted to the blend chosen, and the block copolymer employed is often expensive. More recently, immiscible blends have been shown to be stabilized by nanofillers as well. At the present time, the influence of fillers on polymer blends morphology is a matter of intensive investigation. In this work, the effect of adding organoclay (Cloisite 20A) to a blend of poly(methyl metacrylate) (PMMA) and polystyrene (PS) was evaluated. The clay was introduced using three different methods: direct mixing of the three components, mixing with PS or PMMA prior to the extrusion of the blend. The morphology of the blends was analyzed by scanning and transmission electron microscopy. Their rheological properties were evaluated carrying out small amplitude oscillatory shear tests from which the relaxation spectrum was inferred. The morphological results indicated that the addition of the clay resulted in a decrease of the size of the dispersed phase and that the clay was located at the interface between the blend phases. The relaxation spectra of the blends to which clay was added showed the presence of three relaxation times, one which was originated from the relaxation of the phases, one from the relaxation of the shape of the dispersed droplets and another one which could be due to the Marangoni stress.