Processing conditions can significantly influence the structure and properties of polymer nanocomposites. In the present study, melt mixed high density polyethylene (HDPE)/multi-walled carbon nanotube (MWCNT) nanocomposites were prepared via twin-screw extrusion and then compression molded (CM). The effect of heating temperature, pressing time and cooling rate on the structure, electrical and mechanical properties of the CM nanocomposites was systematically investigated. Volume resistivity tests indicate that the nanocomposite with 2 wt.-% MWCNTs, which is in the region of the electrical percolation threshold, is very sensitive to the CM parameters such that heating temperature > pressing time > cooling rate. Generally, the resistivity of nanocomposites decreases with increasing heating temperature and pressing time. Interestingly, the electrical resistivity of the rapidly cooled nanocomposite with 2 wt.-% MWCNTs is about 2 orders lower than that of the slowly cooled nanocomposite which is attributed to the lower crystallinity and smaller crystallites presenting less of an obstacle to the formation of conductive pathways. The tensile properties of the nanocomposite with 2 wt.-% MWCNTs are also influenced by the compression molding parameters to some extent, while those of the nanocomposites with higher MWCNT loading are insensitive to the changes in processing conditions. The modulus of the nanocomposites increases by about 25 to 50 % and 110 to 130 %, respectively, with the incorporation of 2 and 4 wt.-% MWCNTs, which agrees well with the theoretical values predicted from Halpin-Tsai and Mori-Tanaka models. This work has important implications for both process control and the tailoring of electrical and mechanical properties in the commercial manufacture of conductive HDPE/MWCNT nanocomposites.