Polycaprolactone-grafted carbon black (CBg-PCL) nanocomposites were prepared by surface-initiated ring-opening polymerization of e-caprolactone on the surface of CB. Thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), atomic force microscope (AFM), X-ray diffraction (XRD), and polarizing optical microscope (POM) method were employed to characterize the resultant CB-g-PCL. The effect of temperature on resistivity of polycaprolactone-grafted CB (CB-g-PCL) nanocomposites was investigated and compared with that of mixture of CB and PCL. It was found that CB-g-PCL nanocomposites exhibited positive temperature coefficient (PTC) phenomena between 48 and 51 C, and negative temperature coefficient (NTC) phenomena and between 51 and 54 C. The prepared CB-g-PCL nanocomposites have the potential to be temperature-dependent switch materials.