Two-dimensional transition metal carbon/nitride MXenes show promising applications in various fields due to their remarkable electrical and mechanical properties. Recently, the research of high performance MXenes nanocomposites (including one-dimensional fibers, two-dimensional films and three-dimensional blocks) has made remarkable progress. However, the mechanical properties are still far lower than the intrinsic mechanical properties of MXenes nanosheets, mainly due to the key scientific problems of voids, misalignment of MXenes nanosheets and weak interfaces. In order to solve the above problems, the intrinsic mechanical properties of MXenes nanosheets are firstly discussed in this work, then the development of high performance MXenes nanocomposites are summarized, and the latest research progress of high performance MXenes nanocomposites is discussed in detail, including how to eliminate void, improve the orientation of MXene nanosheets and enhance the interface interaction. Meanwhile, the applications of high performance MXenes nanocomposites in the fields of electric heating, thermal camouflage, electromagnetic shielding, sensing and energy storage are introduced. Finally, the challenges and future development directions of high performance MXenes nanocomposites are proposed.