Multi-walled carbon nanotubes (MWNT) purified by acidic solution were processed with PMMA via an in-situ polymerization. Experimental evidences indicate the role of radical initiator (AIBN)and MWNT, showing increases of polymerization rate and MWNT diameter. Induced radicals on the MWNT by AIBN were found to trigger the grafting of PMMA. Moreover, the solvent cast film showed a better nanoscopic dispersion of MWNT and possibilities of CNT composites in engineering applications.