Covalent organic frameworks (COFs) nanosheets prepared from condensation reaction between melamine and o-phthalaldehyde are first prepared through ball milling and then incorporated into thermoplastic polyurethanes (TPU) by solution mixing. Transmission electron microscopy (TEM), X-ray diffraction (XRD), X-ray photoelectron spectroscopy (XPS), and Fourier transform infrared (FTIR) spectrometer are applied to characterize COFs nanosheets. It is observed apparently from TEM image that COFs nanosheets are obtained. Successful preparation of COFs nanosheets is proved further by vanishment of typical diffraction peak of COFs at around 23.5° in COFs nanosheets XRD pattern, appearance of quadrant and semicircle stretching of the s-triazine ring at 1568 and 1469 cm in FTIR spectra and N═C bond at 389.5 eV in N high-resolution XPS spectra of COFs nanosheets. The thermal property, combustion behavior and mechanical performance of TPU naoncomposites are also investigated. Incorporation of COFs nanosheets into TPU contributes to char forming of TPU under nitrogen atmosphere and 14.3% decrease of peak heat release rate of TPU. Besides, the elongation at break, Young's modulus, and fracture strength of TPU nanocomposites increase sharply compared with that of neat one.