The inclusion of carbon nanotubes (CNTs) in cementitious composites has been studied due to their electrical, thermal, and mechanical enhancing properties. Considering the hydrophobic characteristics of CNTs, these nanomaterials need to be well dispersed in the aqueous media in which they are inserted to guarantee those gains. Among the methods applied to produce such composites is the dispersion of CNTs on the surface of anhydrous cement particles using non-aqueous suspensions such as acetone, ethanol, or isopropanol. Even though those non-aqueous media have been individually studied by researchers, comparisons of the efficiency of CNTs dispersion was not found in the literature. Therefore, as a novelty, the present article aims to analyze the influence of the addition of the multi-walled CNTs dispersed in the cited three types of non-aqueous suspensions on the cement paste’s electrical and mechanical properties. Pastes containing 0%, 0.5%, and 1.0% of CNTs were prepared on the surface of anhydrous cement particles using a pre-dispersion technique based on simultaneous sonication and mechanical agitation in the three cited media. Tests to determine electric-volumetric resistivity, compressive strength, and splitting tensile strength were performed. It was observed that acetone dispersion decreases the cement paste’s electrical resistivity, even without the addition of CNTs. The cementitious composites with CNTs demonstrated increased mechanical strength (both compressive and tensile) using all three dispersion media. Statistical analysis (analysis of variance—ANOVA—and Tukey’s Test) was performed to evaluate the significance of the results.