This study investigates the effect of nanoclay on the cell morphology and thickness swelling behavior in the extrusion foaming of wood flour/polyethylene composites with a chemical blowing agent. To meet this objective, the nanoclay, high-density polyethylene, and coupling agent were compounded and then the granules were mixed with wood flour and blowing agent in a twin-screw extruder. Consequently, foaming process was completed in the injection stage. The amount of wood flour was fixed at 50 wt% for all samples. For nanoclay and chemical blowing agent, different levels of 0, 2, 4 per hundred resins (phr) and 0, 0.5, 1, 1.5 phr were considered, respectively. The results indicate that the addition of clay generally reduces the cell size, increases the cell density, and facilitates foam expansion. Furthermore, the thickness swelling of the composite decreased with increase in nanoclay. The composites containing 1.5 phr of foaming agent exhibited higher thickness swelling value and swelling rate parameter (K_SR) than those containing nanoclay. The swelling model provided a good predictor of the hygroscopic thickness swelling process of wood flour/polyethylene/nanoclay hybrid foamed composites.