Sub-micron hybrid particles, where the two components are cross-linked polyethylene (PE) and silica, were prepared by the simultaneous cross-linking of PE and polycondensation of tetraethoxysilane in hot, surfactant-stabilized O/W micelles. The resulting material is new from two points of view: it is a previously unknown hybrid material made of the simplest organic and inorganic cross-linked polymers—cross-linked PE and silica; and the particles are the first full interpenetrating network (IPN) hybrid particles. Two PE cross-linkers are compared. Full material characterization is provided, including SEM, TGA, surface area analysis, solid-state NMR, thermoporosimetry, PE-leaching experiments and zeta potential measurements.