To determine the effect of nanoclays and trapped air on the formation of rigid polyurethane foams, three different production procedures were used. To study the influence of mixing at atmospheric pressure, two approaches were carried out employing either an electric or a magnetic stirrer. The third approach was executed by mixing under vacuum conditions with magnetic stirring. The samples thus obtained were characterized, and the effect of trapped air into the reactive mixtures was evaluated by analyzing the cellular structures. Different levels of trapped air were achieved when employing each manufacturing method. A correlation between the trapped air and the increase in the nucleation density when nanoclays were added was found: the cell nucleation density increased by 1.54 and 1.25 times under atmospheric conditions with electric and magnetic stirring, respectively. Nevertheless, samples fabricated without the presence of air did not show any nucleating effect despite the nanoclay addition (ratio of 1.09). This result suggests that the inclusion of air into the components is key for improving nucleation and that this effect is more pronounced when the polyol viscosity increases due to nanoclay addition. This is the most important feature determining the nucleating effect and, therefore, the corresponding cell size decreases.