The development of dynamic bonds-based nanocomposites with excellent mechanical properties and multi-stimulated self-healing capabilities is critical for the design of high-performance self-healing materials. In this study, dynamic nanocomposites based on carboxyl-functionalized multiwalled carbon nanotube (CNT-COOH) fillers and a crosslinked polyurea (CPU) matrix were prepared through a facile two-step method involving in situ photo-induced polymerization and hot compression. Herein, the effect of CNT-COOH concentration on the properties of the resulting CPU@CNT nanocomposites was studied. The proposed novel method promoted the formation of a strong interfacial bond between the CNT-COOH and CPU. The dynamic nanocomposites exhibited excellent and rapid photo-induced self-healing abilities and regained their mechanical properties after damage. This can be attributed to the synergistic effect of the dynamic exchange reactions in the CPU matrix and the efficient photo-thermal effect of the fillers. The nanocomposite prepared using 1% CNT-COOH exhibited excellent toughness (up to 36.57 ± 1.28 MJ m−3), high stretchability (ca. 607 ± 50%), high tensile strength (7.36 ± 0.51 MPa), efficient photo-thermal shape memory effect, and good recyclability. Therefore, the facile method demonstrated in this study paves a way for the design of high-performance nanocomposites with rapid self-healing properties for sensing and flexible electronic applications.