Polyhydroxyalkanoates (PHAs) are nowadays considered competent candidates to replace traditional plastics in several market sectors. However, commercial PHA materials exhibit unsatisfactory smells 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 the extraction stage. The aim of this research is the development of customised PHA bio-nano-composites for industrial applications containing organomodified nanoclays with high adsorbance properties able to capture volatile compounds responsible for the displeasing fragrance. 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 bio-nano-composite 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 outcoming effect depends on the volatile nature, natural sepiolite might result in the most versatile candidate for any the PHA matrices selected.