A method for making polyethylene aerogels, including high molecular weight aerogels, commences by in a hydrocarbon solvent (e.g., toluene or benzene) in which polyethylene is insoluble at room temperature, adding polyethylene to the solvent heated to a temperature at which said polyethylene is soluble to form a reaction mixture. A free-radical catalyst is added to the reaction mixture and the reaction mixture is held until the desired gelation of the polyethylene has been achieved. The reaction mixture is cooled to about room temperature; and the hydrocarbon solvent is replaced with a gas (e.g., CO2 or air) to form the polyethylene aerogel. Optionally, the cooled reaction mixture can be contacted with an anti-solvent for polyethylene to replace the hydrocarbon solvent with the anti-solvent. Silica aerogel particles can be encapsulated in polyethylene aerogel by adding the particles to the polyethylene gelation reaction mixture.