Carbon nanotubes (CNTs), owing to their high surface area-to-volume ratio and hollow core, can be employed as hosts for adsorbed and/or encapsulated molecules. At high temperatures, the ends of CNTs close spontaneously, which is relevant for several applications, including catalysis, gas storage, and biomedical imaging and therapy. This study highlights the influence of the annealing temperature in the range between 400 and 1100 °C on the structure and morphology of single-walled CNTs. The nitrogen adsorption and density functional theory calculations indicate that the fraction of end-closed CNTs increases with temperature. Raman spectroscopy reveals that the thermal treatment does not alter the tubular structure. Insight is also provided into the efficacy of CNTs filling from the molten phase, depending on the annealing temperature. The CNTs are filled with europium (III) chloride and analyzed by using electron microscopy (scanning electron microscopy and high-resolution transmission electron microscopy) and energy-dispersive X-ray spectroscopy, confirming the presence of filling and closed ends. The filling yield increases with temperature, as determined by thermogravimetric analysis. The obtained results show that the apparent surface area of CNTs, fraction of closed ends, and amount of encapsulated payload can be tailored via annealing.