High-density Polyethylene coated multiwalled carbon nanotubes (c-MWNTs) and multiwalled carbon nanotubes (MWNTs) have been dispersed into an ethylene vinyl acetate (EVA) copolymer by mechanical kneading. The effect of c-MWNTs on tensile properties, thermo-oxidative degradation, and fire behavior has been studied in comparison with virgin EVA and EVA/ MWNTs nanocomposites. Due to the better dispersion of the coated nanotubes, the incorporation of 3 wt % of c-MWNTs leads to an increase of the Young's modulus, the cohesion of the combustion residues, and a decrease of the peak heat-release rate.