Holographic gratings were recorded in hybrid cells of the nematic liquid crystal E7 doped with multi-walled carbon nanotubes in a degenerate two-wave-mixing experiment. The hybrid structure comprises doped nematic contained between photoconducting polymeric layers of poly(N-vinylcarbazole) spin-coated on two indium-tin-oxide-covered glass plates. Multiorder diffraction was observed and the first-order self-diffraction efficiency was obtained in order to investigate the properties of the gratings. The hybrid cells showed quite high diffraction efficiency up to 47%, which is far beyond the theoretical limit of 34% predicted by the Raman-Nath theory. In addition, such a structure was shown to exhibit the photorefractive effect due to the presence of two-beam-coupling gain. Under the condition for a fixed total intensity of the two interfering beams, the gain was found to increase with increasing pump-to-probe beam-intensity ratio.