Clathrate hydrates have increasingly attracted attention as a potential proton conductor due to relatively high proton conductivity even low temperature. To applications to various electrochemical energy devices, however, its unique brittleness with relatively low mechanical strength arisen from the hydrogen bonded frameworks will have to be improved without accompanying any structural transformation which causes a loss of inherent structural characteristics. This study investigated the preparation of clathrate $Me_4NOH.5H_2O$ nanocomposite incorporated with clay particles to improve its mechanical properties. For $clay/Me_4NOH.5H_2O$ nanocomposite, clay loading can induce the compressive strength to be increased up to 16.41 MPa from 7.78 MPa. The improvement could be attributed to good compatibility between clathrate hydrate matrix and clay particles, and well dispersion of the clay into the matrix on nano-meter scale. In addition, the proton conductivity and potential window of the nanocomposite were examined in order to confirm being still sufficient to the real applications. For further enhancing mechanical property, however, structural characteristics of clay particles and interaction between clay layers and water molecules or ammonium guest molecules will have to be well understood.