In polypropylene (PP)/ethylene-octene copolymer (POE)/BaSO4 ternary composites, two different kinds of phase structures are assumed:(1) POE and BaSO4 filler are separately dispersed in the PP matrix and (2) POE-encapsulated filler particles (core-shell structure) are dispersed in the matrix. This depends on the interfacial interaction of the composites. For the design of composites with different interfacial interactions, three routes for the preparation of BaSO4 master batches were developed. First, a mixture of BaSO4, POE, and maleic anhydride (MAH) in a certain ratio was extruded in the presence of dicumyl peroxide and then pelletized. In extrusion, MAH-functionalized POE was in situ formed to enhance the interfacial interaction between POE and BaSO4. Second, a mixture of POE and BaSO4 was directly extruded and then pelletized. Third, after BaSO4 was treated with an organic titanate coupling agent, the treated BaSO4 and POE were blended in extrusion and then pelletized. Scanning electron microscopy observations showed that the core-shell structure in which POE encapsulates BaSO4, particles is formed through route 1, whereas POE and BaSO4, are separately dispersed into the PP matrix through routes 2 and 3. The rheological behavior of PP/POE/BaSO4 ternary composites was studied with a controlled stress rheometer. The results showed that the interfacial interaction in composites with core-shell morphology is the strongest. Interparticle interactions give rise to the formation of interparticle networks; the stronger the network is, the larger the shear yield stress is and the smaller the thixotropic loop area is.