A novel halogen-free highly crosslinked supramolecular poly(cyclotriphosphazene-co-4,4'-sulfonyl diphenol) (PZS)-functionalised melamine cyanurate (MCA) (MCA@PZS) hybrid nanosheet fire-retardant (FR) was synthesised and thoroughly characterised using SEM, FTIR, XRD, and XPS analyses. The polyamide 6 (PA6) composites comprising MCA, PZS, and the MCA@PZS hybrid were prepared via the melt-blending technique. Thermogravimetric analysis combined with FTIR and mass spectroscopy revealed that during thermal degradation, the PA6/MCA@PZS composites released less toxic gases and small organic volatile compounds than the neat PA6 and composites containing solely MCA or PZS. Moreover, compared to those of neat PA6, the PA6 composite with 5 wt.% MCA@PZS hybrid exhibited enhanced fire retardation properties, with a 29.4% and 32.1% decrease in the peak heat and total heat release rates, respectively. In addition, the PA6 composites with MCA@PZS-5% content achieved a V-0 rating in the UL-94 test. Finally, based on the obtained results from gaseous and condensed phases, the mechanism responsible for improved fire-retardant properties of the PA6/MCA@PZS composites was proposed.