Polymer nanocomposites, based on poly(e-caprolactone) (PCL) and organically modified montmorillonite, were prepared by the solution intercalation technique. The thermal stability of the prepared materials was analyzed by thermogravimetric analysis. Investigation of their mechanical properties revealed that incorporation of the high aspect ratio montmorillonite sheets into the matrix significantly enhanced the polymer stiffness without sacrificing its ductility. Fibrous membranes of neat and nanocomposite PCL were fabricated by electrospinning. The effect of the applied voltage, the solution concentration and the clay content of the nanocomposite materials on the final fibrous structure was investigated. The results showed that the introduction of the inorganic filler and the increase in the applied voltage from 7.5 to 15 kV facilitated the formation of fine fibers with fewer bead defects. The presence of nanoclay resulted in narrower fiber size distributions, although the mean fiber diameter was not significantly altered. The increase in the solution concentration led to the formation of more uniform fiber structures and to a slight increase in the mean fiber diameter. Furthermore, the electrospinning process affected significantly the structure of the nanocomposite material by increasing the interlayer spacing of the inorganic mineral.