The present work focuses on the study of the electrical properties of high‐density polyethylene (HDPE)/multiwalled carbon nanotube (MWCNT) nanocomposites. The samples were produced by melt mixing by diluting a masterbatch of HDPE/MWCNT using two types of mini‐extruders in order to see the influence of the shear processing on the electrical properties. The dielectric relaxation spectroscopy was used for the investigation of the electrical properties in the studied samples. The composites dc conductivity (σdc) follows the scaling low derivate from the percolation theory of the form σdc ~ (p − pc)t. A low electrical percolation (pc ≈ 0.3 − 0.4 vol. %) was found in both cases. The critical exponent t had a value very close to the theoretical one for a percolation network in three dimensions (t ≈ 2). The analysis of the morphology of the nanocomposites showed a good and homogeneous dispersion of the fillers in the PE matrix. The effect of the incorporation of MWCNTs on the dynamic mechanical and thermal behaviors was also presented. The MWCNTs have improved the mechanical properties of the polyethylene matrix and increased the crystallization temperatures. Copyright © 2013 John Wiley & Sons, Ltd.