Nanocomposites based on a high density polyethylene (HDPE)/linear low density polyethylene (LLDPE) blend were prepared by melt-intercalation in a torque rheometer (Haake Rheomix 600p at 180°C and rotor speed of 100rpm) using carbon nanotubes (CNT) as a nano-filler and maleic anhydride-grafted linear low density polyethylene (LLDPE-g-MA) as compatibilizer. In order to obtain better dispersion of carbon nanotubes in the polymer matrix, the surface of CNTs were functionalized with carboxyl groups by oxidation reactions with nitric acid. SEM results and Raman spectroscopy confirmed the surface modification performed. The effect of three blending protocols was also investigated. In the first blending protocol all the materials were blended simultaneously, in the second blending protocol LLDPE and LLDPE-g-MA were first reinforced with CNT and then this nanocomposite was later blended with HDPE, and in the third blending protocol LLDPE-g-MA was mixed with CNT first and then this masterbatch was diluted with HDPE and LLDPE. The thermal characterization was performed by differential scanning calorimetry (DSC), and the electrical properties was evaluated by electrical conductivity measurements using a Keithley source, Model 2400 SourceMeter®. Carbon nanotubes acted as flow facilitators and/or external lubricants when mixed in the molten state. The blending protocol influences the processing of the nanocomposites. It was observed an increase in the torque with the addition of the masterbatch which can be correlated to crosslinking and/or increased interaction between phases. The addition of CNT also increased the electrical conductivity.