The problem was that I was using Office 2010, and when you open a .doc, it opens in Compatibilty Mode, and it seems you can´t insert a object from a .xlsx in a .doc in Compatibility Mode. So, I converted the .doc in .docx, open it as .docx and then insert it:
Word.Application wordAPP = new Word.Application();
Word.Document docx = wordAPP.Documents.Open(docFile, false, true, false, Format:Word.WdOpenFormat.wdOpenFormatXMLDocument);
Chart chart = xlsx.Charts[chartSheetName];
chart.ChartArea.Select();
chart.ChartArea.Copy();
docx.Application.Selection.PasteAndFormat(Word.WdRecoveryType.wdFormatOriginalFormatting);