In this work, multi-walled carbon nanotubes (MWCNTs) were functionalized to fabricate MWCNT/epoxy composites by incorporating MWCNTs into an epoxy. Cure behavior of composites was investigated by differential scanning calorimetry. Thermo-mechanical behavior of the composite was then evaluated by dynamic mechanical analysis. Tensile strength, elastic modulus and maximum elongation were obtained by tensile test using the CMT-4204 universal testing machine. A field-emission scanning electron microscope was also used to characterize the fracture mechanism of composites and the dispersion state of MWCNTs in the epoxy. The results showed that the introduction of MWCNTs decreased the activation energy of the reaction and promoted the cure reaction. The addition of MWCNTs, especially amino-functionalized MWCNTs, clearly improved the tensile strength. The functionalized MWCNTs improved the interfacial bonding and made the dispersion of MWCNTs homogeneous in the matrix, giving the composites present a better mechanical property.