This study is to utilize nano-Clay (with –OH group) to improve the performances of metathesized Metallocene Polyethylene (with –COOH group). As Metallocene Polyethylene is a non-polarized polymer, maleic anhydride grafted metallocene polyethylene (mPE-g-MA) is used as coupling agent to mix with metallocene polyethylene to metathesize the –COOH functional group on the surface, and to be able to react and form chemical bonds with the –OH group on the nano-Clay. Azodicarbonamide (AC blowing agent) and peroxide (DCP cross-linking agent) added in the formula can then be melt-intercalated to form nano- Metallocene Polyethylene / Clay foam composite. Mechanical properties and heat dimensional stability of this nano-composite with 5PHR dosage of nano-Clay have been tested and verified with Instron Tensile machine, DSC and SEM, and the results show around 32% increase in hardness, almost double in elongation performance, 64% increase in split tear property, 78% increase in tear strength, 40% improvement in compression set, nearly 75% decrease in heat shrinkage