A supercritical carbon dioxide (SCC) process of dispersion of multi-walled carbon nanotubes (MWCNTs) into epoxy resin has been developed to achieve MWCNT/epoxy composites (CECs) with improved mechanical, thermal, and electrical properties. The synthesis of CECs has been executed at a MWCNT (phr) concentration ranging from 0.1 to 0.3 into epoxy resin (0.1 mol) at 1800 psi, 90°C, and 1500 rpm over 1 h followed by curing of the MWCNT/epoxy formulations with triethylene tetramine (15 phr). The effect of SCC treatment on the qualitative dispersion of MWCNTs at various concentrations into the epoxy has been investigated through spectra analyses and microscopy. The developed SCC assisted process provides a good dispersion of MWCNTs into the epoxy up to a MWCNT concentration of 0.2. The effects of SCC assisted dispersion at various concentrations of MWCNTs on modification of mechanical, thermal, dynamic mechanical thermal, and tribological properties and the electrical conductivity of CECs have been investigated.