In this work, poly(methyl methacrylate) (PMMA) was grafted onto amine treated multi-walled carbon nanotubes (NH-MWNTs) and the physical and rheological properties of the NH-MWNTs–g-PMMA nanocomposites were investigated. The graft reaction of NH-MWNTs and the PMMA matrix was confirmed from the change of the N 1S peaks, including those of amine oxygen and amide oxygen, by X-ray photoelectron spectroscopy (XPS). The thermal and mechanical properties of the NH-MWNT–g-PMMA nanocomposites were enhanced by the graft reaction between NH-MWNTs and PMMA matrix. In addition, the viscosity of the nanocomposites was increased with the addition of NH-MWNTs. Storage (G′) and loss modulus (G″) were significantly increased by increase in the NH-MWNT content compared to acid-treated MWNTs/PMMA nanocomposites. This increase was attributed to the strong interaction by the grafting reaction between NH-MWNTs and the PMMA matrix.