Microstructural and thermo-mechanical characterization were performed on epoxy-clay nanocomposites, to be used as matrix for continuous carbon fiber reinforced composites, containing various amounts of clays having different hydrophilicity. XRD tests displayed that the dispersion degree of the clay lamellae was strictly correlated to their hydrophilicity, while DSC tests revealed that the crosslinking degree was negatively affected by the presence of most hydrophilic clays. Therefore, the balance between polymer-filler interaction and crosslinking degree influenced the final properties of the resulting composites. The mechanical behaviour, both under quasi-static and impact conditions, was positively affected by resin nanomodification. Fracture toughness and threshold to crack initiation under cyclic loading were also interestingly improved.