The aim of this work is to fabricate the high-density polyethylene–copper composites by submerged friction stir processing at different traverse speeds. The scanning electron microscopy is used to analyze the distribution of microstructure and particles. The experimental results indicated that the macrostructure morphology, microstructure and tensile strength vary depending on the traverse speed. Compared with the pure high-density polyethylene, Cu-filled polymer composites showed lower tensile strength and higher microhardness. The maximal values of the tensile strength and microhardness were achieved at traverse speeds of 30 and 15 mm/min, respectively. The thermal properties of Cu-filled high-density polyethylene composites were studied by differential scanning calorimetry. The crystalline content of the composites was decreased due to the addition of copper. From the experimental tests, it can be concluded that submerged fiction stir processing has a great potential for producing polymer–metal composites.