Heat shrinkable films are widely used in packaging bag, heat sealing tape and so on. But heat shrinkable films is hard to apply in large packaging and partly controlled shrinkable film such as fixed-point contraction because the shrinking driving force, heat, is hard to be controlled in terms of heating power and location. Carbon nanotubes (CNTs), with high performance of photothermal conversion, have been used to improve the photothermal conversion of polymers. In this work, a novel linear low density polyethylene (LLDPE) based shrink film with a light as the shrinking driving force, was fabricated. Sulfonated MWCNT (S-MWCNT) was solution blended with polyurethane (PU) in DMF, and then the PU/S-MWCNT composite obtained by flocculation was blended with linear low density polyethylene (LLDPE) in a twin screw extruder and granulated to pellets. The pellets were cast into composite films. Finally, the casting film was cold drawn in the direction perpendicular to the casting direction. Structural analysis show that S-MWCNT are distributed in PU phase. A special microstructure of microcracks-PU/MWCNTs particles was formed after the stretching (cold drawing) perpendicular to the casting direction. The microcracks-PU/MWCNTs particles structure of the composite films can greatly increase the absorption of the light and the photothermal conversion ability of the film is improved as well. Moreover, the performance of the composite film after repeated use is also satisfying. The reported structural-design strategy is highly potential to be used in other polymer composites for enhancing the absorptive capacity of light, noise, electromagnetic wave and so on.