Since the discovery of carbon nanotubes (CNTs), their remarkable properties make them ideal candidates to reinforce in advanced composites. In this attempt, an enhancement of mechanical properties of high density polyethylene (HDPE) by adding 1 wt% of CNTs is studied using Dynamic mechanical and Thermal analyzer (DMTA). The chemically treated and functionalized CNTs were homogeneously dispersed with HDPE and the test samples were made using injection molding machine. Using DMTA, storage modulus (E'), loss modulus (E") and damping factor (tan delta) of the sample under oscillating load were studied as a function of frequency of oscillation and temperatures. The storage modulus decreases with an increase of temperature and increases by adding CNTs in the composites where the reinforcing effect of CNT is confirmed. It is concluded that the large scale polymer relaxations in the composites are effectively restrained by the presence of CNTs and thus the mechanical properties of nanocomposites increase. The transition frequency of loss modulus is observed at 1 Hz. The loss modulus decreases with an increase of temperature at below 1 Hz but opposite trend was observed at above 1 Hz. The shift factor could be predicted from Williams-Landel-Ferry (WLF) model which has good agreement with experimental results.