This is, to our knowledge, the first study of wheat-gluten-based nanocomposite films prepared by a solvent-free extrusion process. Wheat gluten/montmorillonite nanocomposite films were obtained in a single screw-extruder using urea as a combined denaturant and plasticizer. The oxygen permeability and water vapor transmission rate of the films decreased by respectively factors of 1. 9 and 1. 3 when 5 wt.% clay was added. At the same time, the stiffness increased by a factor of 1. 5, without any critical loss of extensibility. Field emission scanning electron microscopy (FE-SEM) and Energy-dispersive X-ray analysis indicated that the clay particles were layered mainly in the plane of the extruded film. It was possible to identify individual platelets/tactoids with FE-SEM and, together with findings from transmission electron microscopy, atomic force microscopy and X-ray diffraction, it was concluded that the clay existed as individual clay platelets, intercalated tactoids and agglomerates. Thermogravimetric analysis showed that the thermal stability of the extrudates was improved by the addition of clay.