High density polyethylene (HDPE)/multi-walled carbon nanotube (MWCNT) nanocomposites were prepared by melt mixing using twin-screw extrusion. The extruded pellets were compression moulded at 200°C for 5min followed by cooling at different cooling rates (20°C/min and 300°C/min respectively) to produce sheets for characterization. Scanning electron microscopy (SEM) shows that the MWCNTs are uniformly dispersed in the HDPE. At 4 wt% addition of MWCNTs composite modulus increased by over 110% compared with the unfilled HDPE (regardless of the cooling rate). The yield strength of both unfilled and filled HDPE decreased after rapid cooling by about 10% due to a lower crystallinity and imperfect crystallites. The electrical percolation threshold of composites, irrespective of the cooling rate, is between a MWCNT concentration of 1∼2 wt%. Interestingly, the electrical resistivity of the rapidly cooled composite with 2 wt% MWCNTs is lower than that of the slowly cooled composites with the same MWCNT loading. This may be due to the lower crystallinity and smaller crystallites facilitating the formation of conductive pathways. This result may have significant implications for both process control and the tailoring of electrical conductivity in the manufacture of conductive HDPE/MWCNT nanocomposites.