Poly(epsilon-caprolactone)-coated (covalently grafted and physisorbed) multi-walled carbon nanotubes (MWCNTs) were synthesized by ring-opening polymerization (ROP) of epsilon-caprolactone initiated from primary amines grafted on the MWCNT surface through the exposure to atomic nitrogen generated in a microwave-induced plasma. The morphology of the recovered nanohybrids and the amount of grafted polymer chains were studied by transmission electron microscopy (TEM) and thermogravimetric analysis (TGA), respectively. These nanohybrids were used as highly filled masterbatches to be dispersed within either poly(epsilon-caprolactone) (PCL) or high-density polyethylene (HOPE) matrices in the molten state. The thermal behavior as well as the electrical properties of the so-produced nanocomposites were characterized and correlated to their morphology. The HDPE filled with PCL-coated MWCNTs nanohybrids showed better electrical properties than HDPE filled with non-modified MWCNTs. The electrical properties improvement was associated to a better dispersion of the PCL-coated MWCNTs and, also, to the exclusive presence of PCL coating in tunneling junction between the nanotubes. (C) 2012 Elsevier Ltd. All rights reserved.