In this work, aligned carbon nanotubes (ACNTs) were grown on etched Al foil with improved bonding strength by direct thermal chemical vapor deposition. In the interface of the ACNTs adjacent to the etched Al substrate, the ACNTs, tangled together as irregularly shaped "tiny twine balls," were embedded in the cavities of the etched Al foil. Such a unique structure generated strong bonding strength between the as-grown ACNTs and etched Al substrate. The minimal changes for the equivalent series resistance and deformation of the ACNT/etched Al foil after bending test demonstrated the good flexibility and structural stability of the as-prepared composite material. This flexible, binder-free ACNTs/etched Al foil composite material exhibited excellent electrochemical and thermal dissipation performances. This work provided a versatile and adaptable method by forming micro-sized and irregularly shaped cavities on different kinds of substrates to grow CNTs with strong peel strength for various practical applications.