In this work, Illite (natural Moroccan clay) was selected to reinforce high density polyethylene (HDPE) and to determine the efficiency of styrene-(ethylene-butene)styrene triblock copolymer grafted with maleic anhydride (SEBS-g-MA) as a coupling agent. The composites were prepared by extrusion followed by injection molding of various clay contents (5-40 wt%). From the samples produced, the morphological, thermal, mechanical, and rheological properties were measured. The results showed that interfacial adhesion was improved with coupling agent addition leading to increased Young's modulus, as well as higher tensile strength, and strain at yield. Nevertheless, the maximum value for the composites without SEBS-g-MA (57% modulus increase) was obtained at 20 wt% compared to 15 wt% for the composites with SEBS-g-MA (45% modulus increase). The thermal stability of the composites also increased with clay content, especially when the coupling agent was added. Finally, water absorption tests revealed that the composites have a higher tendency to absorb water with increasing clay content, but the use of a coupling agent substantially reduced this problem. POLYM. COMPOS., 39:1522-1533