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Microfibrillar reinforced composites (MFC) have attracted considerable academic and practical interests after the concept was introduced more than a decade years ago. This new type of composites will be created by blending of two polymers with different melting temperatures and processing the blend under certain thermo-mechanical conditions to generate in-situ formed microfibrils of the higher melting polymer grade of temperature in the blend. The compression molded microfibrillar composites were reported to possess excellent mechanical properties and thus they are promising materials for different applications. In the present work, a typical immiscible polymer blend PET/PP was selected for the preparation of PET/PP, PET/PP/TiO2 microfibrillar reinforced composites. The objective of this study is to analyse the processing-structure-property relationship in the PET/PP based MFCs. The morphology of the PET microfibrils and the dispersion of the TiO2 nanoparticles were characterized by scanning electron microscopy (SEM) and transmission electron microscopy (TEM), and discussed. The crystallization behaviour of PET and PP was studied by means of differential scanning calorimetry (DSC). The thermomechanical and mechanical properties of the composites were determined by dynamic mechanical thermal analysis (DMTA) and uniaxial tensile tests and the related results discussed as a function of the composition of the corresponding system. During stretching of the PET/PP extrudate, the PET dispersed phase was deformed into microfibrils. These microfibrils were still well persevered after compression molding of the drawn strands. Therefore the PET microfibrils acted as the reinforcement for the PP matrix. Compared with neat PP, the tensile properties of the PET/PP MFC were greatly improved. For the PET/PP/TiO2 MFC, the effects of polypropylene grafted maleic anhydride (PP-g-MA, introduced as compatibilizer) and TiO2 particles on the structure and properties of drawn strands and composites were investigated. Upon the addition of PP-g-MA, the preferential location of TiO2 particles changed: they migrated from the PET dispersed phase to the continuous PP matrix phase. This was accompanied with structural changes of the drawn strands. The microfibril formation mechanism was also investigated. After injection molding of the microfibrillar composites, the preferential location of TiO2 particles was still preserved. DMTA analysis of drawn strands, the tensile and impact tests of the composites demonstrated that the mechanical properties of the drawn strands of the microfibrillar composites were strongly dependent on the respective structures of the tested materials. To further investigate the preferential location of TiO2 particles in the PET/PP blend which were discovered during the preparation of PET/PP/TiO2 MFCs, PET/PP/TiO2 ternary nanocomposites were prepared according to four blending procedures. The preferential location of TiO2 nanoparticles was influenced by the blending sequence and the amount of PP-g-MA incorporated. Furthermore, it was discovered that TiO2 nanoparticles exerted a compatibilizing effect on the morphology of the composites. Three different compatibilization mechanisms of nanoparticles were proposed depending on the location of the nanoparticles.