Summary: A novel method was developed to prepare an exfoliated styrene butadiene rubber (SBR)/clay nanocomposite with a strong interface between the clay layers and the rubber. An exfoliation mechanism was proposed and verified based on X‐ray diffraction (XRD)/transmission electron microscopy (TEM) analyses of the intercalation/exfoliation phenomena after each step of the process. The significant improvements of mechanical properties may give the first evidence that both exfoliation and a strong interface play critical roles in nanoreinforcement.