Novel natural clay-polymer hybrid materials are prepared from natural bentonite that was modified with silane-coupling agent, gamma-methacryloxypropyltrimethoxysilane (A-174), and acrylonitrile. By changing the molar ratio of acrylonitrile in the initial monomer feed, several clay-hybrid materials were prepared. The structure and thermal stability of hybrid materials were investigated by various methods. The A-174-modified bentonite was dispersed in a solution of acrylonitrile in toluene. In this system, radical polymerization in the presence of AIBN was carried out. Product formed at the particle surface was either physically bound by entanglement or chemically bound by covalent bonding to the silane. In this way, core-shell morphology was obtained with an inorganic core and a polymer shell. The results showed that bonding at the surface of bentonite took place by hydrolytic cleavage of methoxy groups of A-174 with hydroxy groups of bentonite.