In this work, carbon nanotube (CNT) and graphene nanoplatelet (GnP) served as reinforcing fillers to prepare immiscible poly(vinylidene fluoride) (PVDF)/high density polyethylene (HDPE) blend-based nanocomposites. Scanning electron microscopy results confirmed that GnP was randomly distributed in the PVDF matrix phase, whereas CNT was selectively located in the HDPE domains. Thermogravimetric analysis showed that the addition of either CNT or GnP enhanced thermal stability of the blend, and the enhancement was more evident in the nitrogen environment than in the air environment. Differential scanning calorimetry results showed that both nanofillers facilitated the nucleation of PVDF and HDPE upon crystallization in the composites. The isothermal/non-isothermal crystallization kinetics and melting behavior of PVDF in different samples were investigated. X-ray diffraction results confirmed the crystal structure of PVDF and HDPE unchanged in the blend and composites. The rheological property measurements confirmed the formation of a pseudo-network structure of nanofillers in the composites. Adding CNT increased the complex viscosity of the samples to a higher extent than adding GnP in the composites. The electrical resistivity of the samples significantly reduced with the addition of CNT, up to 9 orders of drop at a 3-phr CNT loading. The rigidity of the PVDF/HDPE blend increased after the formation of nanocomposites.