High density polyethylene (HDPE) and polyvinyl alcohol (PVA) are blended with maleic anhydride grafted amorphous-alpha olefin copolymer as the compatibilizer. The effects of different raw material ratio and the content of compatibilizer and foaming agent on the mechanical properties of the material are studied. It is found that the increasing content of PVA added to HDPE has a negative effect on the properties of the composites. The compatibility and mechanical properties are improved after adding MAH-g-APAO and the most appropriate addition amount is 4%. Foaming agent can make the material lightweight but will decrease the mechanical properties of the material. The composites have a good effect on the removal of methylene blue (MB). Through the experiment, it is found that the initial concentration of MB and adsorption time will also influence the adsorption. The experiment to explore the influence of pH value and temperature of solution on the removal efficiency shows that alkaline environment and high temperature can promote the removal of MB. At 343.15 K, the adsorption capacity (qe) reaches 2.08 mg·g-1. Using the composites to remove dye has the advantages of environmental protection, simple operation and easy recycling. It has broad application prospects in the field of dye wastewater treatment.