A number of different nanoscale inclusions including nanoclay, nanotalc, and graphene were incorporated with polyvinyl chloride (PVC), dispersed in N,N-Dimethylacetmide (DMAC) and cast in rectangular aluminum (Al) molds prior to the testing. The fire retardancy, thermal stability, and mechanical properties of the PVC nanocomposites were determined using the ASTM UL 94 standard, thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), and microtensile test units. Surface morphology studies of the resultant materials were also carried out using scanning electron microscopy (SEM). Test results showed that the fire retardancy, thermal stability, and mechanical properties of the PVC nanocomposites were significantly enhanced in the presence of nanoscale inclusions. Among the inclusions, graphene had the major impact on improving the physical properties, which may be because of its higher thermal conductivity, mechanical strength, size, and shape. Polymers have a wide range of applications in daily life, but they are highly flammable and mechanically not stable for different applications. This study has shown that the weakness of the PVC could be significantly enhanced by incorporating nanoscale inclusions for various industrial purposes.