VINYL ESTER (VE) polymer composites reinforced with varying amounts of clay were synthesized using an ultrasonic dispersion technique with the addition of methyl ethyl ketone peroxide (MEKP), cobalt napthalate and benzoyl peroxide as initiators and catalysts. The mechanical and thermal properties of these clay-filled VE composites were systematically evaluated. Mechanical testing—including tensile, flexural, and impact analysis—was conducted using a universal testing machine (UTM) and an Izod impact tESTER. The incorporation of clay at 0, 5, 10, and 15 wt.% enhanced the tensile strength of the composites to values of 105, 120, and 125 MPa, respectively, compared to 86 MPa for the pristine VE. Similarly, flexural strength increased to 145, 160, and 190 MPa from an initial 125 MPa. In contrast, impact energy remained relatively unchanged with clay addition. Thermal behavior assessed through thermogravimetric analyzer (TGA) revealed that higher clay loadings resulted in increased decomposition temperatures and residual weight. The T50% analysis reveals that an increase in clay content leads to higher degradation temperatures and as a result, greater residual weight. The T50% values are 350, 500, 550, and 650 °C for the 0, 5, 10, and 15 wt.% clay composites, respectively. Overall, the inclusion of clay significantly improved both the mechanical and thermal performance of the VE matrix.