Polyamide 6 (PA6)/acrylonitrile-butadiene-styrene (ABS) (40/60 w/w) nanocomposites with a novel morphology were prepared by the melt mixing of PA6, ABS and organoclay. The blend nanocomposites had a co-continuous structure, in which both PA6 and styrene-acrylonitrile (SAN) were continuous phases. It was found that the toughening rubber particles were only located in the SAN phase and the strengthening clay platelets were selectively dispersed in the PA6 phase. The co-continuous nanocomposites showed greatly improved mechanical properties over the whole temperature range when compared with the same blend sample without clay.