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Dispersions of high density polyethylene (HDPE) particles in polystyrene (PS) were produced by interfacially driven breakup of nanolayers in multilayered systems that were fabricated by means of layer-multiplying coextrusion. The droplet size distribution was controlled by the HDPE initial individual layer thickness: 14, 40 or 120 nm. These unique systems allowed us to demonstrate unequivocally for the first time that the HDPE pseudohexagonal phase formation required nucleation on foreign surfaces or on crystals formed in the orthorhombic form at atmospheric pressure. The dispersions of HDPE particles in the PS matrix were subjected to annealing at high pressure of 480 MPa at 235 °C, in conditions where the pseudohexagonal phase forms in HDPE. To reach the desired conditions the samples were first heated and then subjected to high pressure or they were first pressurized and then heated. The samples treated according to the first route melted and transformed into the pseudohexagonal phase from the molten state whereas the second route allowed for transformation of orthorhombic crystals to the pseudohexagonal phase without previous melting. The lamella thickness formed under high pressure was estimated on the basis of melting temperature. The HDPE particles, annealed under high pressure without previous melting, exhibited high melting temperature, above 140 °C, corresponding to the lamella thickness above 50 nm, that indicated thickening in the pseudohexagonal phase. The HDPE particles that were first melted and then pressurized behaved differently depending on their sizes: thick lamellae were formed under high pressure only in particles large enough to contain heterogeneities able to nucleate HDPE bulk crystallization. These results point out that nucleation, presumably heterogeneous, is advantageous, or even necessary, for the formation of the HDPE pseudohexagonal phase. [ABSTRACT FROM AUTHOR]