Multi-walled carbon nanotubes (MWCNTs) have an ordered geometric structure, large specific surface area, prominent electrical conductivity, and unique mechanical properties. They are nontoxic and can be used in biomedicine. Physical and surface chemical characteristics of MWCNTs should be tuned to that required to improve certain properties and obtain a variety of functional materials. We modified the MWNTs by using the barothermal Diels-Alder reaction with dienophiles, p-benzoquinone, fumaronitrile, and maleimide, to address this issue. The prepared MWCNTs were studied by SEM-EDX, nitrogen adsorption porometry, ATR FTIR, and thermal analysis. Results showed that both separate and conjugated C = C bonds at the edge and outer/inner surface of walls could react with dienophiles. The grafted groups are separated by the temperature on weak (low-temperature) and strong (high-temperature) chemisorbed forms; they are detached at temperatures below and above 350 degrees C, correspondingly. Thermal analysis shows that up to 5% of the carbon atoms are involved in the [4 + 2] cycloaddition. The high-temperature forms of the grafted groups under extreme heating can be involved in the retro-Diels-Alder reaction that breaks six-membered rings, producing a dienophile.