Tunnel magnetoresistive devices using an individual multi-walled carbon nanotube were fabricated and their low-temperature electrical transport propertiers were investigated. With the ferromagnetic Co electrodes, the multi-walled carbon nanotube exhibited hysteretic magnetoresistance curve at low temperatures. Depending on the temperature and the bias current, the magnetoresistance ratio can be as high as 16% at the temperature of 2.2 K. Such high magnetoresistance ratio indicates a long diffusion length of the multi-walled carbon nanotube.