The Cu coating on carbon nanotubes (CNTs) with low infrared laser absorptivity was applied to provide a protective layer against the structural damage caused by laser irradiation in this paper. The effect of Cu coating on the structural evolution of multi-walled carbon nanotubes (MWCNTs) under a ring-shaped high-energy laser beam was studied. As the laser power increases, the morphology of 35 wt.% Cu-coated MWCNTs (35Cu-CNTs) samples transforms from discrete fine powder particles to caking structure with a roughened surface. A 45 wt.% Cu coating effectively provides structural protection for MWCNTs against laser-induced damage at a laser power of 600 W. During laser irradiation, the Cu coating melts, detaches from the surface of MWCNTs, and subsequently solidifies into a mixture of nearly spherical particles. Without the protection of Cu coating, the MWCNTs bundles are fragmented into nanoscale segments in varying sizes. These segments undergo a transformation into amorphous carbon particles as a result of the rapid heating and cooling process induced by the high-energy laser irradiation. The thermal impact of the high-energy laser beam plays a crucial role in determining the structural transformation of MWCNTs. The coalescence and spheroidization of amorphous carbon particles can be induced by the reduction of surface energy.