Polyethylene ( PE) and silica are perhaps the simplest and most common organic and inorganic polymers, respectively. We describe, for the first time, a physically interpenetrating nanocomposite between these two elementary polymers. While polymer-silica composites are well known, the nanometric physical blending of PE and silica has remained a challenge. A method for the preparation of such materials, which is based on the entrapment of dissolved PE in a polymerizing tetraethoxysilane (TEOS) system, has been developed. Specifically, the preparation of submicron particles of low-density PE@silica and high-density PE@silica is detailed, which is based on carrying out a silica sol-gel polycondensation process within emulsion droplets of TEOS dissolved PE, at elevated temperatures. The key to the successful preparation of this new composite has been the identification of a surfactant, PE-b-PEG, that is capable of stabilizing the emulsion and promoting the dissolution of the PE. A mechanism for the formation of the particles as well as their inner structure are proposed, based on a large battery of analyses, including transmission electron microscopy (TEM) and scanning electron microscopies (SEM), surface area and porosity analyses, various thermal analyses including thermal gravimetric analysis (TGA/DTA) and differential scanning calorimetry (DSC) measurements, small-angle X-ray scattering (SAXS) measurements and solid-state NMR spectroscopy.