Multifunctional nanocomposites based on carbon nanotubes (CNT)-reinforced Surlyn, which is a commercial ionomeric polymer, are manufactured by micro-compounding and hot-press processes. Multifunctionality is studied in terms of electromechanical response and self-healing abilities. The strain sensing analysis under tensile conditions shows ultra-high gauge factor (GF) values from 10 to 20 at low strain levels up to 106 at high strain levels, and a decreasing sensitivity as CNT content increases because of the reduction in the tunneling distance between neighboring nanoparticles. The electromechanical response under consecutive tensile cycles demonstrated the robustness of the proposed materials due to the repeatability of both responses. With regard to mechanical properties, the addition of CNT induces a clear increase in Young’s modulus because the nanoparticles enable uniform load distributions. Moreover, self-healing capabilities are improved when 4 and 5 wt.% CNT are introduced because of the synergistic effect of the high thermal conductivity of CNT and their homogeneous distribution, promoting an increase in the thermal conductivity of bulk nanocomposites. Thus, by comparing the measured functionalities, 4 and 5 wt.% CNT-reinforced Surlyn nanocomposites showed a high potential for various applications due to their high degree of multifunctionality.