Thermal annealing-induced enhancements of electrical conductivities at the temperature higher than the melting point of poly(ethylene-co-hexene) matrix for multiwalled carbon nanotubes filled poly(ethylene-co-hexene) (MWCNTs/PEH) composites were investigated by electrical conductivity measurements. Two types of MWCNTs with low and high aspect ratios (4 and 31) were added as fillers into PEH matrix, respectively for comparison study purpose. The morphological changes due to annealing for MWCNTs/PEH composites were observed by SEM. The formation of MWCNT networks in the composites were clearly demonstrated by rheological measurements. It is surprisingly found that the electrical conductivity for MWCNTs/PEH composites with high MWCNT concentrations increases obviously with annealing time of 40 min and the maximum increment approaches about 3 orders of magnitude with annealing time of 120 min. The increase of electrical conductivity of MWCNTs/PEH composites depends on MWCNT content, MWCNT aspect ratio and annealing time. SEM results clearly reveal that micrometer-sized MWCNT aggregates are broken down and more loosely packed MWCNT networks form due to annealing. Different types of networks in the composites are responsible for the evolutions of rheological (MWCNT network and PEH chain-MWCNT combined network) and electrical conductivity properties (tube–tube contacting MWCNT network). The reconstruction of MWCNT network during annealing is attributed to rotational diffusion of MWCNTs in PEH matrix at high temperature and the length of MWCNTs shows significant effect on this. The obvious enhancements of electrical conductivities can be ascribed to the thermal annealing-induced formation of loosely packed more homogeneous networks through non-Brownian motions.