Summary: A novel rigid PVC ternary nanocomposite containing NBR‐ENP and untreated Na‐MMT has been fabricated. X‐ray diffraction XRD, TEM and SEM observations revealed that the untreated Na‐MMT was exfoliated and most NBR‐ENPs (about 90 nm) were separately dispersed in the PVC matrix. DMTA and TGA demonstrated that the PVC ternary nanocomposites had a higher glass transition temperature and a higher decomposition temperature than neat PVC, while the toughness increased simultaneously. Combustion tests showed that the exfoliated clay in the PVC/NBR‐ENP/MMT ternary nanocomposites did not improve the flame retardancy after ignition under strong heat flux.