Poly(hydroxyalkanoates) (PHAs) are currently considered competent candidates to replace traditional plastics in several market sectors. However, commercial PHA grades exhibit unsatisfactory smell that can negatively affect the quality of the final product. The cause of this typical rancid odour is attributed to oxidized cell membrane glycolipids, coming from Gram negative production strains, which remain frequently attached to PHAs granules after extraction. The aim of this research is the development of customised PHA nano-biocomposites for industrial applications containing organo-modified nanoclays with high adsorption properties able to capture volatile compounds responsible of the displeasing fragrance in PHAs. To this end, a methodology for the detection and identification of the key volatiles released due to oxidative degradation of PHAs has been established using a headspace solid-phase microextraction technique. We report the development of nine nano-biocomposite materials based on three types of commercial PHA matrices loaded with three species of nanoclays which represent a different polar behaviour. It has been demonstrated that although the reached outcome effect depends on the volatile nature, natural sepiolite (T2) might result in the most versatile candidate for all PHA matrices selected.