As the world’s two largest economies, China and the US are currently experiencing political and economic friction. This conflict brings high uncertainty to financial markets. Assessing risk spillover effects in a sector level will help us to characterize international risk contagions. We construct a multilayer network to examine tail risk spillovers between China and the US and find that (1) the value of total connectedness rises amidst tensions but declines during reconciliations; (2) interlayer spillovers mainly manifest as extreme pulses instead of steady outflows, which implies a significant increase in the frequency and magnitude of interlayer spillovers requires vigilant monitoring; and (3) compared with the in-strength, the out-strength is more concentrated, which represents that some sectors may play the role of major interlayer transmitter in tail risk spillovers. Monitoring interlayer spillovers helps policymakers and investors respond to emerging systemic threats.