Latest developments in mineral clay nanocomposites area are reviewed in this report, with a specific focus on sepiolite clay mineral. Rigorous research has been conducted on the sepiolite clay mineral by both academicians and industrial researchers. The properties of the nanocomposites are significantly dependent on the polymer matrices, their nature, modification, and preparation technique. Thus, preparation, structure, and characteristics of polymer sepiolite nanocomposites are thoroughly discussed, in addition to the scientific literature to support and find any gaps for future research.