High-density polyethylene (HDPE) stands as a prominent thermoplastic polymer derived from ethylene polymerization, serving vital roles across diverse industries with significant societal and economic implications. This research delves into the integration of multi-walled carbon nanotubes (MWNTs) sourced from Ufa Org Synthesis, Russia, as reinforcing agents in HDPE, aiming to scrutinize their impact on specific material properties. Methodically, distinct HDPE–MWNT composite samples were meticulously prepared, resulting in six distinct formulations with varying MWCNT fractions. Employing rigorous characterization techniques such as X-ray diffraction, differential scanning calorimetry (DSC), and Fourier-transform infrared (FT-IR) analysis, notable findings emerged. XRD analysis revealed the pronounced crystalline nature of the nanocomposites, notably in samples with 0.04% and 0.01% MWNTs. FT-IR spectra corroborated successful MWNT integration into the HDPE matrix, evidenced by distinct peaks. Thermal property evaluations via DSC unveiled a significant enhancement in thermal resistance within the HDPE–MWNT nanocomposites, highlighting the beneficial influence of MWNTs on the material. This pivotal discovery suggests diverse potential applications for these polymer/carbon nanocomposites, including energy storage, environmental protection, and medical advancements.