The effect of clay-organo modifier on the thermal and mechanical properties and fracture behaviors of pure polycaprolactone (PCL) and 5 wt% PCL/clay nanocomposites were studied. The different materials were prepared by melt intercalation. It was demonstrated by X-ray diffractometry, differential scanning calorimetry, tensile, and fracture tests that the addition of modified nanoclays affected significantly the final properties of the materials. The optimal combination of properties was achieved with the PCL reinforced with 5 wt% of C30B obtaining improvements of 17% in the Young’s modulus and 1500% in the specific essential fracture work.