Natural Composite are the materials that have more variety of real time product usages and also many industries realize the benefits of these materials, as it offers for light-weight composite structures. The nano-composites are also the composite materials, in which the nano particles have been reinforced into a base matrix material. The result of inclusion of nano particles will have considerable improvements in the mechanical properties, like higher tensile strength, better toughness, higher hardness, etc. In this research, High-Density Polyethylene (HDPE) has been used as matrix material and nano-clay Cloisite30B as the reinforcement material with sugarcane bagasse ash. A compatibilizer, HDPE grafted with Maleic anhydride (HDPE-g-MA) has also been used to provide a better blending of polymers that will increase their stability and better interaction between the high density polyethylene and nano-clay and montmorillonite minerals with sugarcane bagasse ash. Sample specimen of nano-composite materials had prepared by at different zone temperatures. Also the distribution of these particles such as nano clay, montmorillonite minerals and Sugarcane bagasse ash are in the range of (0-4 wt\%) with HDPE in equal proportion. Various mechanical tests like flexural, tensile, hardness and impact using respective dies as per ASTM standard were prepared. In prior to the samples were tested, the investigation of four different wt. \% of nano-clay-montmorillonite minerals on the mechanical properties of HDPE had examined to verify the most effective wt \% of nano-clay-montmorillonite minerals for improving the strength of nano-composites. The experimental results on mechanical properties of HDPE/Cloisite-30B nano-clay montmorillonite and sugarcane bagasse ash has been analyzed and improvement of strength of materials have also been studied with various wt\% (0 to 4\%) of nano-clay-montmorillonite and experimental results proved that the sugarcane bagasse ash on HDPE nano-montmorillonite mineral composite yield better strength and desirable mechanical properties. (c) 2020 Elsevier Ltd. All rights reserved. Selection and peer-review under responsibility of the scientific committee of the International Conference on Mechanical, Electronics and Computer Engineering 2020: Materials Science.