This work presents a novel concept based on self-assembly, in the melt state, using a modified copolymer compatibilizer capable of physical π-π interactions with carbon nanotubes (CNTs) and having appropriate interfacial spreading attributes in polymer blends. The concept was demonstrated using Amino Methyl Pyridine (AMP) modified polyethylene-co-methacrylic acid (EMAA), multiwall CNTs, Polymide 12 (PA) and Polypropylene (PP) blend which was prepared by conventional melt mixing. The pyridine modification promotes π-π interaction between the CNTs and EMAA which has the appropriate spreading characteristics at the PA/PP interface. This system exhibited a unique morphology, demonstrated by SEM and TEM, where CNTs are preferentially localized in the copolymer phase that spreads continuously at the interface leading to formation of percolated structure and reduction in the electrical resistivity by five orders of magnitude, when compared to the same PA/PP co-continuous binary composites. The experimental results were confirmed by wetting thermodynamics of polymer blends and CNTs and the dynamics of the modified copolymer interfacial spreading which is controlled by the compatibilizer viscosity. This work set the concept and guidelines for the formation of low percolation threshold concentration of CNTs based on the specific localization of the CNTs in the interface of polymer blends.