High-density polyethylene (HDPE) composite films filled with carbon fibers (CF), carbon nanotubes (CNT) as well as hybrid filler of CF and CNT were prepared by melt mixing. The electrical and self-heating properties of the composite films were investigated. Results showed that: when the total content of filler was the same, (i) the electrical resistivity of composite films filled with hybrid fillers was lower than those with single filler; (ii) the composite films filled with hybrid fillers displayed more excellent self-heating performance such as a higher surface temperature (T (s)), a more rapid temperature response, and a better thermal stability. This indicates the synergetic effect of combination of CNT and CF on improvement of the electrical and self-heating properties of HDPE-based composite films. The synergy can be considered to be the result of the fibrous filler CF acting as long distance charge transporters and the CNT serving as an interconnection between the fibers by forming local conductive paths.