Flexible conductive nanocomposites with the ability of self‐assembly into well‐ordered structures are promising multifunctional materials for energy conversion and storage devices. In this work, flexible nanocomposites based on multi‐walled carbon nanotubes (MWCNTs) and poly(styrene‐butadiene‐styrene) (SBS) were obtained by solution casting, followed by a post‐annealing treatment, during 7 days at 110 °C, to enable the self‐organization of the SBS. The impact of the MWCNTs on the self‐assembly was studied by atomic force microscopy and Small angle X‐rays scattering, and the conductivity of these nanocomposites was analyzed over the broadband frequency range, that is, 10−1–106 Hz. The results revealed that the lower MWCNTs loadings (∼0.2 v %) were the most suitable to achieve a conductive network through the SBS, maintaining self‐assembled domains. These domains include hexagonally packed cylinders and alternating lamellae. Furthermore, at loadings above 1 v %, the impact of further MWCNTs addition on the conductivity was marginal over the whole frequency range and the self‐assembly tendency was progressively reduced. © 2018 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 46650.