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There has been a substantial increase in the use and development of plastics over the last century. However, due to ever-diminishing petroleum feedstocks and growing concern for the environment, there has been a rise in the use of eco-friendly polymers affording similar properties to that of their depleting counterparts. Poly(ε-caprolactone) is one such polymer. This present study investigates the possibility of developing a degradable nanocomposite, suitable for fused filament fabrication, utilizing hot melt extrusion technology to blend poly(ε-caprolactone), poly(ethylene) oxide and the nanoclay halloysite at loadings of two and six weight percent. The extruded blends were characterized using common polymer testing techniques. The addition of poly(ε-caprolactone) to the poly(ethylene) oxide matrix provided a plasticizing effect which was apparent with the melt flow index and melting point of the blends reducing with an increase in poly(ε-caprolactone) content. Upon reinforcing the matrix with halloysite, there was a significant improvement in mechanical properties. The addition of halloysite significantly increased Young’s modulus 11% and 25% when the loading was two and six percent respectively. Furthermore, it was also possible to produce a filament with the desired properties, diameter 1.75 mm, for fused filament fabrication, with subsequent studies required to evaluate their printability.