This work is aimed at determining the influence of molecular weight distribution, branch content, and thermal history on the dynamic mechanical properties of four high density polyethylenes. Molecular segregation as a function of crystallization conditions has been measured by means of differential thermal analysis, whereas infrared spectroscopy allowed us to relate the structural changes introduced by the use of different crystallization conditions with both molecular segregation and dynamic mechanical properties. The α-relaxation is the most affected transition by thermal treatments. Molecular segregation plays an important role in the mechanical behavior when the amount of segregated material is big enough as to shield the effect due to the isothermally thickened crystals. The presence of a high degree of segregation brings about asymmetry in the α-relaxation peak as well as detectable changes in the reorganization factor (which defines the degree of order within the system) obtained by infrared spectroscopy. The supermolecular structure is found not to affect the dynamic mechanical properties. The β-relaxation depends on the branch content, whereas the λ-relaxation remains constant regardless of structural characteristics and thermal conditions.