The nanocomposites of polyethylene with single and multiwalled carbon nanotubes, organically modified montmorillonite and layered double hydroxides were prepared by melt-blending in a Brabender plasticorder. Their morphology was assessed by the means of X-ray diffraction and transmission electron microscopy, while the flammability properties were evaluated by thermogravimetric analysis and cone calorimetry. The dispersion of the filler at a nano scale is essential for good fire properties, regardless of the identity of the studied filler, an important reduction in peak heat release being observed in all the cases. On the other hand, the chemical nature of the filler seems to be of particular importance since the amount of the degraded products is changed when a cationic clay is used and no marked differences have been noticed when anionic clays and carbon nanotubes where employed (as seen from the gas chromatography-mass spectra of the volatile degradation products). These data suggest that the enhancement in the fire behavior must be due to a different mechanism for montmorillonite-based polymer clay nanocomposites, as opposed to layered double hydroxides and carbon nanotube-based ones.