In order to meet the ever‐increasing demands of complex engineering applications, it is necessary to design the polymer‐based composites with the synergistic improvements in strength and toughness. Herein, the novel carbon nanotubes (CNT)‐bismaleimide (BMI) hybrid construction (CBH) was prepared through mechanical blending and pulverizing. The as‐prepared CBH with a stable structure and well‐regulated morphological construction was employed as a special functional filler to endow the epoxy‐based composites with a significantly enhanced overall mechanical property. Due to CBH can provide a multiscaled interfacial interaction with matrix, the composite loaded with 1 wt% CBH exhibited the synchronously improved both tensile modulus (1.31 GPa) and toughness (1.89 MJ m−3), which are 27.18% and 209.83% higher than those of pure epoxy, respectively. Moreover, good interfacial compatibility between CBH and matrix allows the composite loaded with 1 wt% CBH to exhibit the thermal conductivity of 0.18 W m−1 K−1, which was 28.57% higher than pure epoxy (0.14 W m−1 K−1). Be different from many other CNTs‐loaded counterparts, the aligned‐CNTs loaded composite showed a well‐maintained insulating feature. The novel carbon nanotubes‐polymer hybrid construction expands the application range of epoxy‐based insulating composites by optimizing their mechanical and thermal properties.