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Polycaprolactone (PCL) was chemically modified by grafting maleic anhydride on it, through a radical reaction induced by benzoyl peroxide as initiator. To improve the grafting degree, a second unsaturated comonomer such as glycidyl methacrylate (GMA) has been added, demonstrating a good reactivity in melt grafting without leading to long grafted chains. The quantitative determination of grafted maleic anhydride, performed by FTIR analysis, revealed a grafting weight percentage of 9.5 +/- 0.9, and the NMR characterization made it possible to propose a structure for the grafted polymer (PCLgMA). The modified polymer was analyzed by DSC and X-ray diffraction, showing a structural organization even better than that of the pristine polymer. An exchange reaction with a layered double hydroxide (LDH), hydrotalcite-like solid in the nitrate form, led to the disappearance of the crystalline basal peak of LDH in the X-ray diffractograms, suggesting a possible exfoliation of the inorganic sample. An oxidative etching on the composite surface followed by atomic force microscopy analysis made it possible to enlighten the lamellar structure in the pristine sample. In the composite sample, the well identifiable narrow fissures homogeneously distributed on the surface demonstrate that nanometer stacks of LDH sheets, embedded in a highly textured PCLgMA matrix, are present in the composite sample. The comparison of X-ray diffractograms and AFM analysis suggests either a partial exfoliation or an intercalation of the polymer in a lamellar texture with a basal spacing higher than 5 nm. In any case, the process of ionic exchange between nitrate LDH and PCLgMA led to the formation of nanocomposites, in which no large hydrotalcite aggregates are present. This is an interesting method to obtain a direct intercalation of the modified polymer into the inorganic solid with a simple ionic exchange reaction.