In this study, we investigated the thermal, dynamic mechanical, mechanical, and electrical properties of polyethylene (PE)–graphene nanosheet (GNS) nanocomposites, with GNS amounts from 0 to 20 wt %, prepared by in situ polymerization. The thermal stability was evaluated by thermogravimetric analysis (TGA) and showed that the addition of GNSs to the polyolefin matrix increased the onset degradation temperature by 30°C. The electrical conductivity, measured by the impedance technique, presented a critical percolation threshold of 3.8 vol % (8.4 wt %) of GNS. A slight decrease in the tensile strength was found. On the other hand, dynamic mechanical analysis showed an increase in the storage modulus of the nanocomposites compared with that of neat PE. The glass-transition temperature value increased from −111°C (neat PE) to −106°C (PE/6.6 wt % GNS). All of these results show that PE became stiffer and thermally more stable and could be transformed from an insulator to a semiconductor material in the presence of GNSs. © 2012 Wiley Periodicals, Inc. J. Appl. Polym. Sci., 2013