Polyurethane/clay nanocomposite (PUCN) filaments were spun by the dry‐jet‐wet spinning method. To prepare the PUCN filaments, 0.25, 0.50 and 1% of nanoclay on the weight of polyurethane were incorporated in the polyurethane dope. The interaction between clay and polyurethane was analysed by attenuated total reflectance–Fourier Transform‐infrared (ATR‐FTIR) spectroscopy. The structure and morphology of the PUCN filaments were analysed by wide‐angle X‐ray diffraction (WAXD) and transmission electron microscopy (TEM). Both the neat polyurethane and the PUCN filaments were dyed with different acid, basic and reactive dyes. The neat polyurethane filaments exhibited poor dyeability with all three classes of dyes. By contrast, the PUCN filaments showed a significantly higher dye uptake with all of the dyes used. Furthermore, the dye uptake increased significantly as the percentage of clay in the filaments increased, as indicated by the increase in the K/S values of the dyed filaments. The dyeing mechanism with all three dyes, as well as the increased dyeability of the PUNC filaments in comparison to those of the neat polyurethane filaments, was discussed.