The addition of nanoparticles as fillers has a significant influence in modifying the dynamic conditions and avoiding crystallization in polymer composites. In this work, (PEO)4CF3COOLi electrolyte and multi-walled carbon nanotubes (MWCNTs) were used to prepare composites by a solution method. The formation of the new composite was evidenced by the experimental results obtained from DSC analysis and infrared spectroscopy (FTIR). The impedance spectroscopy analysis shows a notable decrease in the resistance, which is attributed to an interaction between the oxygen of the polymer and the Li+ cations of the salt, and the interactions between the electrolyte and the MWNTs. Values of dc conductivity of 8.42 × 10−4 S cm−1 at room temperature are obtained at a concentration of 2.0 wt.% MWCNT in the whole electrolyte. The results indicate that membranes can be used in technological devices such as batteries and gas or moisture sensors.