In the past few decades, carbon nanotube-filled polymer composites have attracted the attention of many researchers with their excellent performance. However, the currently known methods of preparing composite materials do not maximize the performance of the carbon nanotubes themselves. In this work, by using our proposed "particle-constructing" method, multi-wall carbon nanotubes (MWCNTs) connected with each other to form highly ordered 3D network structure in polystyrene (PS) matrix. The strategy contains two steps as follows. First, MWCNTs-coated PS composite particles were prepared by the thermodynamic driving heterocoargulation method, without any requirement to surface modification or surface treatment whether for the MWCNTs or the PS microspheres. Then, the resultant MWCNTs-coated PS composite particles are used as building blocks to fabricate the highly ordered 3D MWCNT-based PS composite materials by a general compression mould at room temperature and a subsequent heat treatment at an appropriate temperature. We discuss in detail the effects of PS particle size, oxidation of MWCNTs and their length on the electrical conductivity of materials. The fabricated MWCNTbased PS composite materials exhibited excellent properties such as a much higher electrical and mechanical properties. Moreover, the method and process are pretty simple, convenient and environment-friendly for obtaining the unique composite structure and excellent properties.