In the present work, the pure polyamide6 (PA6) nanofiber and PA6/organically modified montmorillonite (O-MMT) composite nanofiber were firstly prepared by a facile compounding process with electrospinning, and then coated by nanosize Fe₂O₃ using magnetron sputter technique. The effects of Fe₂O₃ sputter coating on structures, surface morphology and thermal stability were characterized by scanning electron microscope (SEM), X-ray photoelectron spectroscopy (XPS), energy dispersive X-ray spectroscopy (EDX), atomic force microscope (AFM) and thermogravimetric analyses (TGA), respectively. The SEM images showed that the diameters of composite nanofiber were decreased with the loadings of O-MMT and the nanosize Fe₂O₃ is well coated on the surface of the homogeneous and cylindrical nanofibers. The XPS spectra reflected the chemical features of the deposited nanostructures. The EDX confirmed the presence of the O-MMT and Fe₂O₃ in the fibers. The AFM observation revealed that there was a remarkable difference in the surface morphology of composite nanofiber before and after sputter coating. The TGA analysis indicated the barrier effects of silicate clay layers and catalysis effects of Fe₂O₃ improved thermal stability properties of the composite nanofiber.