In this study, the effect of multi-step purification or functionalization on physicochemical properties of multi-walled carbon nanotubes (MWNTs)/epoxy (EP) nanocomposites was investigated. The nanocomposites containing multi-step purified MWNTs showed a stronger influence on $T_g$ and increased in mechanical properties in comparison to nanocomposites containing the same amount of only purified MWNTs. Consequently, the multi-step purification of MWNTs led to an improvement of thermomechanical properties of nanocomposites, resulting from improving the intermolecular interaction of MWNTs in epoxy matrix resins.