Nanocomposites of layered MoS and multi-walled carbon nanotubes (CNTs) with core-shell structure were prepared by a simple solvothermal method. The formation of MoS nanosheets on the surface of coaxial CNTs has been confirmed by scanning electron microscopy, transmission electron microscopy, absorption spectrum, Raman spectroscopy, and X-ray photoelectron spectroscopy. Enhanced third-order nonlinear optical performances were observed for both femtosecond and nanosecond laser pulses over a broad wavelength range from the visible to the near infrared, compared to those of MoS and CNTs alone. The enhancement can be ascribed to the strong coupling effect and the photoinduced charge transfer between MoS and CNTs. This work affords an efficient way to fabricate novel CNTs based nanocomposites for enhanced nonlinear light-matter interaction. The versatile nonlinear properties imply a huge potential of the nanocomposites in the development of nanophotonic devices, such as mode-lockers, optical limiters, or optical switches.