Supercritical carbon dioxide (sc-CO2) is used in this work as a processing aid for improving the dispersion of the clay nanoparticles in the melt intercalation process of polymer-clay nanocomposites. A newly modified pressurized chamber is applied to the preparation of the nanocomposites. The clay particles are allowed to be in direct contact with sc-CO2 in a pressurized chamber for a period of time and then being rapidly released. The mixture of these swollen nano-particles and sc-CO2 are to be injected into the molten polymer stream in a single-screw extruder. WAXD, TEM, mechanical and rheological properties are studied on the nanocomposites. Some preliminary experiments were performed to study the effect of sc-CO2 on the melt intercalation process. Results from the X-Ray diffraction, mechanical properties, and rheological studies showed a direct effect of the sc-CO2, suggesting that the new system is more effective in swelling and expanding, if not exfoliating, the clays and enhance the degree of mixing and dispersion of the nanoclays into the polymer matrices.