With the intensification of global climate problems, electric heating has recently attracted much attention as a clean and low-carbon heating method. Carbon nanotubes (CNTs) are an ideal medium for electric heating applications due to their excellent mechanical, electrical, and thermal properties. The preparation of electrothermal films based on an aqueous CNT dispersion as a raw material is environmentally friendly. However, in the traditional one-step filtration method, the residual excess dispersant and the small aspect ratio of the CNTs in the preparation process limit the performance of electrothermal CNT films. In this paper, we report a two-step filtration method that removes the free dispersant and small CNTs in the first filtration step and obtains denser CNT films by controlling the pores of the filter membrane in the second filtration step. The results suggest that, compared to the CNT1 film obtained from one-step filtration, the CNT1-0.22 film, obtained from two-step filtration using 1 and 0.22 μm membranes, has a smoother and flatter surface, and the surface resistance is 80.0 Ω sq-1, which is 29.4% lower. The convective radiation conversion efficiency of the CNT1-0.22 film is 3.36 mW/°C, which is 36.1% lower. We anticipate that such CNT films could be widely applied in building thermal insulation and underfloor heating.