Nonwovens of polymer/clay composite nanofibers (namely, polyacrylonitrile/Na-montmorillonite, PAN/Na-MMT) are produced by electrospinning a solution of PAN in dimethylformamide containing synthetic Na-MMT. The influence of both Na-MMT amount and applied voltage on the properties of electrospun composite nonwovens was studied. Scanning electron microscopy (SEM), X-ray diffraction (XRD) and thermogravimetric analysis (TGA–DTA) were used to evaluate the morphology, structure and thermal properties of composite nanofibers. SEM observations revealed that increasing the amount of Na-MMT in the solution or the applied voltage increases the average diameter of electrospun composite nanofibers. The prepared composite showed a higher thermal stability that the pristine PAN nanofibers. It was proven that the ion exchange properties of Na-MMT were maintained in the obtained composite.