Poly(etherimide) (PEI) nanocomposites have been prepared with different loadings of unmodified natural clay by high-temperature (320°C) melt-compounding approach using twin-screw extruder. Coexistence of the exfoliated/intercalated clay morphologies within the nanocomposites is confirmed by combining X-ray scattering and microscopy. The glass transition temperature, the thermal stability and the coefficient of thermal expansion are improved to different extents upon incorporating clay with the matrix, as evidenced by differential scanning calorimetry, thermogravimetric and thermomechanical analyses, respectively. The improvement in thermal properties of the nanocomposites indicates an enhancement effect probably due to the constraint imposed by the nanoclay fillers on the polymer chains. Dynamic mechanical analysis, tensile and nanoindentation tests show that the mechanical properties (such as elastic modulus and tensile strength) of the nanocomposites are superior to the neat resin in general, while no distinct improvement of the hardness is observed for PEI/clay nanocomposites.