This study employs numerical and experimental approaches to analyze effects of various filament-winding parameters, including mandrel diameter and cooling conditions, on the process-induced thermal residual stresses of composite and nanocomposite pipes. Simultaneous effects of the addition of multi-walled carbon nanotubes (MWCNTs) and the cooling conditions were also analyzed in detail. To accomplish this aim, a few composite and nanocomposite cylinders with various diameters in different cooling conditions were produced using filament-winding process and experimented. The incremental hole-drilling method using an integral inverse solution was employed for measuring the curing-induced residual stresses. The experimental findings confirm that using MWCNTs for reinforcing the matrix, choosing a slow cooling condition, and increasing the diameter generate less residual stresses during the process. Moreover, this study clearly showed that the addition of MWCNTs decreases the sensitivity of the structure to the effects of cooling conditions during the curing process. Therefore, finding optimum amounts of MWCNTs and cooling rate leads to the minimum cost of fabrication.