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A novel method using supercritical N,N-dimethylformamide (SC-DMF) exfoliation is proposed for the preparation of trimanganese tetroxide (Mn3O4) nanosheets. The obtained Mn3O4 nanosheets have nanoscale thickness and lateral dimensions of hundreds of nanometers. The change in morphology from a bulk to a two-dimensional structure when exfoliated with SC-DMF is characterised. The exfoliated products can be uniformly dispersed in N,N-dimethylformamide (DMF), the dispersion has a molar extinction coefficient of approximately 5.52 × 102 mol−1 dm3 cm−1 at a peak wavelength of 266 nm. The fourier transform infrared (FTIR) spectra show that intercalation mainly occurs between 300 °C and 400 °C. Raman spectroscopy indicates that the phase transition from MnO2 to Mn3O4 takes place between 200 °C and 400 °C. X-ray diffraction (XRD) confirms that the phase transition between the manganese oxides begins at around 350 °C. The exfoliated products possess strong coercivity, approximately 7 kOe, at low temperatures. It is demonstrated that the exfoliated Mn3O4 products result from exfoliation and phase transition in SC-DMF. The exfoliated nanosheet materials can be easily cracked in the course of exfoliation and aggregate when collected, these phenomena are attributed to the fragility and magnetic properties of the material, respectively.