Composites based on recycled high density polyethylene (RHDPE) and natural fibers were made through melt blending and compression molding. The effects of the fibers (wood and bagasse) and coupling agent type/concentration on the composite properties were studied. The use of maleated polyethylene (MAPE), carboxylated polyethylene (CAPE), and titanium-derived mixture (TDM) improved the compatibility between the bagasse fiber and RHDPE, and mechanical properties of the resultant composites compared well with those of virgin HDPE composites. The modulus and impact strength of the composites had maxima with MAPE content increase. The composites had lower crystallization peak temperatures and wider crystalline temperature range than neat RHDPE, and their thermal stability was lower than RHDPE.