The objective of this work is to study how the rheological factors of unfilled and nanoclay-filled HDPE-PP blend series influence the structure, morphology, and mixing characteristics. For this study, a series of HDPE-PP blends (0-100 wt % HDPE), with and without nanoclay, was prepared by using melt-mixing method. Nanoclay was varied from 0 to 5 wt % in all the blend and polymer series. The rheological properties were examined by melt viscosity, scanning electron microscopy, and theory of mixing. The result indicated that the viscosity of the blend increased as HDPE and nanoclay content increased, and also affected the structure and morphology of the resulting blend. The thermal properties were examined by using differential scanning calorimetry and suggest improved crystalline and melting characteristics of PP and PP-rich phase of blend. The structure of nanoclay-filled blend was examined by X-ray diffraction and transmission electron microscopy, confirming the formation of nanocomposite with improved tensile properties.