High Density Polyethylene (HDPE) reinforced multiwalled carbon nanotubes (MWCNTs) composites with MWCNTs loading between 0.0011 and 0.0044 volume fractions are fabricated by melt mixing. The prepared nano-composites are investigated by thermo-gravimetric analyzer (TGA) under nitrogen atmosphere at various heating rates. TGA thermograms indicate only a marginal enhanced thermal stability and no significant mass loss occurs up to~400°C. Thermal degradation kinetics of HDPE/MWCNTs nano-composites has been examined in light of five different analytical methods, viz., Coats-Redfern (CR) integral model fitting approach, 'iterative' based CR(modified) approach, integral form of the rate equation (i.e. FWO and KAS), the differential iso-conversional based method of Friedman. The CR integral model fitting based on 14 different kinetic models are analyzed for TGA data for multiple heating rates. Our analysis indicates that the degradation mechanism of the present nano-composites follows diffusion control (D2, D3 and D4) and first order reaction (F1) mechanisms. The apparent activation energy (E a ) as a function of conversion rate (α) estimated by CR (modified), FWO, KAS and FR methods are all in fair agreement with each other and confirms decrease in E a with increased loading of MWCNTs. The pre-exponential factor (A) calculated also decreases with MWCNTs concentration in HDPE. Activation energy (E a ) for different conversion rate (α) calculated by iso-conversional methods (CR(modified), FWO, KAS and FR) indicates contributions from at least two different degradation mechanisms, namely, diffusion controlled (D2, D3, D4) and first order reaction (F1), which are consistent with the findings of Coats-Redfern (CR) integral model.