A new type of SiO2-MgO-CaO (SMC) whisker was used to modify high density polyethylene (HDPE). The melting behavior and crystallinity were investigated by differential scanning calorimetry (DSC). The dispersion of whiskers and interfacial adhesion in the prepared HDPE/SMC whisker composites were investigated by scanning electron microscopy (SEM). The mechanical properties were evaluated by mechanical tests and dynamic mechanical analysis (DMA). DSC data indicated that the melting temperature and the crystallinity of HDPE/SMC whisker composites kept almost constant with the addition of SMC whisker. SEM results revealed that SMC whisker could be well-dispersed in HDPE matrix and had a good interfacial interaction with HDPE, even up to a high content of 30 wt%. Mechanical tests showed that the tensile strength, tensile modulus and flexural strength of HDPE were significantly improved by the addition of SMC whisker. DMA results indicated a much enhanced storage modulus, loss modulus and loss factor. By comparing the literature data from other filler-reinforced HDPE, our work suggested that SMC whisker could be one of the best reinforcing agents for the modification of HDPE.