Zeolite–sepiolite inorganic nanoheterostructures have been hydrothermally synthesized by adding a dispersion of colloidal sepiolite to a solution able to produce a nanocrystalline zeolite (silicalite). The obtained product could be recovered in good yield by simple filtration only when the relative sepiolite concentration exceeded a threshold of 1.8 wt% in the synthesis mixture (amounting to 1:3 sepiolite:zeolite wt. ratio in the recovered product). The resulting heterostructures were characterized by XRD, FTIR, thermal (TG–DTA) and chemical analyses, N2 adsorption, TEM, SEM, 29Si NMR, and methylene blue adsorption. The intimate zeolite–sepiolite interaction at the surface produced a good dispersion of zeolite particles and prevented their sintering upon calcination to remove the organic structure-directing agent. Experiments in conditions yielding microcrystalline silicalite support the idea that the sepiolite surface acts as nucleation sites for the zeolite crystallization. The textural properties of the nanozeolite–sepiolite heterostructure are not a linear combination of their components’.