High energy ball milling (HEBM) was utilized, as an innovative process, to incorporate carbon nanotubes (CNTs) into a polyethylene (PE) matrix avoiding: high temperatures, solvents, ultrasonication, chemical modification of carbon nanotubes. Composites with 1, 2, 3, 5, and 10 wt % of carbon nanotubes were prepared. Films were obtained melting the powders in a hot press. Morphology and physical properties (thermal, mechanical, electrical properties) were evaluated. The used processing conditions allowed to obtain a satisfactory level of dispersion of CNTs into the PE matrix with a consequent improvement of the physical properties of the samples. The thermal degradation was significantly delayed already with 1-2% wt of CNTs. The mechanical properties resulted greatly improved for low filler content (up to 3% wt). The electrical measurements showed a percolation threshold in the range 1-3 wt % of CNTs. (c) 2007 Wiley Periodicals, Inc. J Polym Sci Part 13: Polym Phys 45: 597-606, 2007.