Polymeric composite films with a high loading of nano-size silicates can hardly meet the increasingly stringent fireproof and smoke-free requirements during burning. Thus, it is desirable to prepare pure clay films that can block air, heat, and flame. Here we report an organic-free clay film capable of both flame- and heat-shielding. The film was prepared from the self-assembly of nanometer-thick silicate platelets derived from the exfoliation of natural clays. The self-assembled film has a highly regular multilayered nanostructure over a large area and an appreciable volume of air entrapped in between. The combination of regular structure and substantial air volume contributes to the low thermal conductivity and flame blocking property of the film. It was demonstrated that the film can shield flame over hour duration and prevent temperature rising on the backside of film. This remarkable clay film has a myriad of uses including gas barrier, heat insulator, and fireproof devices.