A facile coagglomeration method for preparing a long alkyl chain modified graphene oxide (MGO)/MgCl2-supported Ti-based Ziegler-Natta catalyst was reported. The effects of MGO on the catalyst morphology and activity for ethylene polymerization were examined. The resultant polyethylene (PE)/MGO nanocomposites exhibited a layered morphology, with the MGO fillers being well dispersed and exhibiting strong interfacial adhesion to the PE matrix. The thermal stability and mechanical properties of the PE were significantly enhanced with the introduction of a small amount of the MGO filler. Thus, this work provides a facile approach to the production of high-performance PE.