Electrochemical lithium insertion was studied into purified and heat-treated catalytic multi-walled carbon nanotubes. It appears that the irreversible capacity for the MWNTs is relatively large, but decreasing with annealing temperature. This clearly shows that the intrinsic entanglement and the microtexture of the nanotubes must be responsible for this drawback of any potential application as an anode. The crucial role of the charge cut-off on the "traditional" intercalation was underlined and the reversible capacity was assigned to particular Li sites by high resolution NMR spectroscopy.