In the present publication, multiwalled carbon nanotubes (MWCNT) coated with SiO2–MgO nanoparticles were successfully fabricated via sol–gel method to facilitate their incorporation into polymer matrices. Magnesium acetate tetrahydrate and tetraethyl orthosilicate were used as precursors. The coated MWCNTs were characterized by transmission electron microscopy (TEM), X–ray diffraction (XRD) and Raman spectroscopy methods. These investigation techniques verified the presence of the inorganic nanoparticles on the surface of MWCNTs. Surface coated MWCNTs were incorporated into polyamide (PA), polyethylene (PE) and polypropylene (PP) matrices via melt blending. Tensile test and differential scanning calorimetry (DSC) investigations were performed on SiO2–MgO/MWCNT polymer composites to study the reinforcement effect on the mechanical and thermal properties of the products. The obtained results indicate that depending on the type of polymer, the nanoparticles differently influenced the Young’s modulus of polymers. Generally, the results demonstrated that polymers treated with SiO2-MgO/MWCNT nanoparticles have higher modulus than neat polymers. DSC results showed that nanoparticles do not change the melting and crystallization behavior of PP significantly. According to the obtained results, coated MWCNTs are promising fillers to enhance mechanical properties of polymers.