Stimulated by the recent researches of black hole thermodynamics for black hole with Newman–Unti–Tamburino (NUT) parameter, we investigate the thermodynamics and weak cosmic censorship conjecture for a Kerr–Newman Taub–NUT black hole. By defining the electric charge as a Komar integral over the event horizon, we construct a consistent first law of black hole thermodynamics for a Kerr–Newman Taub–NUT black hole through Euclidean action. Having the first law of black hole thermodynamics, we investigate the weak cosmic censorship conjecture for the black hole with a charged test particle and a complex scalar field. We find that an extremal black hole cannot be destroyed by a charged test particle and a complex scalar field. For a near-extremal black hole with small NUT parameter, it can be destroyed by a charged test particle but cannot be destroyed by a complex scalar field.