This study presents a novel approach to fabricating thinner shells and significantly enhancing the fracture strength of melamine-urea-formaldehyde (M-U-F) microcapsules reinforced with multi-walled carbon nanotubes (MWCNTs). Unlike previous studies that primarily focused on single-walled carbon nanotubes (SWCNTs) or MWCNTs in polyurea-formaldehyde (PUF) shells, this research advances microcapsule technology by exploring MWCNT reinforcement in M-U-F shells. We employed a dual experimental-numerical approach, combining the precision of micro-compression tests with the predictive capabilities of finite element analysis (FEA) to determine the elastic modulus of MWCNT-reinforced M-U-F microcapsules. This method offers new insights into the mechanical behavior of these microcapsules. Our findings indicate an 8.8% increase in fracture load and a 14.6% reduction in fracture displacement for MWCNT-reinforced microcapsules compared to conventional M-U-F microcapsules. Additionally, FEA confirmed the results of the micro-compression tests, showing that MWCNT-reinforced microcapsules had the best correlation with an elastic modulus of 4.00 GPa. Conventional M-U-F microcapsules corresponded to an elastic modulus of 2.25 GPa. These results provide a comprehensive understanding of how nano-reinforcement influences the structural properties of thin-walled microcapsules, with potential applications in composite damage repair and beyond.