In this paper, multi-walled carbon nanotubes (CNT’s) were coated by poly(tetramethylene oxide) (PTMO) soft layer. PTMO was used for preparing segmented polyurethane (PU) films as well. PTMO-grafted CNT was utilized for loading into the PTMO-based segmented PU films in three different contents, i.e. 0.2, 0.4, and 0.8 wt.%. All PU-CNT nanocomposites were characterized by field emission scanning electron microscopy (FE-SEM), Fourier transform infrared spectroscopy (FTIR) and X-ray diffraction (XRD) techniques. The resulting nanocomposites were also investigated by thermogravimetric analysis (TG/DTG), differential thermal analysis (DTA), and dynamic mechanical thermal analysis (DMTA). DTMA results showed a significant increase in the storage moduli, especially at temperatures <Tg values. At the beginning temperature of E’-T analysis this increase was 1.05 GPa for the sample possessing 0.2 wt.% of the filler.