Percolation threshold is an important phenomenon to be addressed when producing nanocomposites, especially because the literature suggests a depression of properties near this region. In this study, epoxy matrix nanocomposites were produced with different volume fractions of multi-walled carbon nanotubes and were characterized according to their electrical, thermal, and mechanical properties. In addition, digital image correlation (DIC) was used to measure the strain of nanocomposites and to show how it behaves in different percolation states. Electrical conductivity indicated a percolation threshold near 0.22% v/v of nanoparticles. Differential scanning calorimetry analysis showed a depression followed by an increase in glass transition temperature near the percolation threshold. Tensile strength tests presented a depression followed by an increasing near percolation threshold. DIC images showed that nanocomposites present a different behavior when near the percolation threshold, with a more distributed strain over the surface of the sample under stress and fracture toughness decreased near the percolation threshold.