In this study, two types of carbonaceous nanoparticles, i.e., carbon nanotubes (CNT) and carbon nanofibers (CNF) were compared with respect to their ability for endowing electroconductive properties to a high viscosity high density polyethylene (HDPE) by melt blending. Only CNT were found to be efficient to reach electrical percolation in high density polyethylene (HDPE) system at small amount of nanoparticles (between 2 and 5 wt%). Despite different treatments performed onto CNF either to remove surface impurities or to tune their interaction with the polyolefinic matrix by adding a modifying agent compatible with HDPE, it was not possible to obtain conductive composites even in the presence of a high amount of CNF, i.e., 10 wt%. Such a behavior resulted from the intensive aggregation of the CNF that proved to be highly difficult to individualize upon dispersion within high viscosity HDPE.