The motivations of the present work are to investigate the exfoliation of montmorillonite within a linear low-density polyethylene matrix and to control its orientation during the cast extrusion process. The first part is focused on the exfoliation of the montmorillonite through the melt extrusion process. The accuracy and relevance of each method used to determine the exfoliation state of montmorillonite have been examined, thanks to X-ray diffraction, transmission electronic microscopy, and rheology. All these methods have presented limitations, but the combination of all leads to a better estimation of the exfoliation state. Finally, the orientation of the montmorillonite is quantified systematically by X-ray texture analysis and correlated with process parameters to discern which one is affecting their orientation. The results have demonstrated an enhancement of the “in-plane” orientation of the montmorillonite with the exfoliation, especially at high concentration and when combined with cast extrusion. Finally, in the multi-nano-layer polymer film configuration, the reduction of the individual layers 29 nm thickness leads to some orientation improvements. However, these improvements are almost at the same level as the concentration effect in a monolayer system. This work gives an overview of all the parameters needed to achieve a significant organo-modified montmorillonite “in-plane” orientation.