This study focuses on 3D printing of multi-walled carbon nanotube/high density polyethylene (MWCNT/HDPE) composites. First, rheological properties of 0.1, 1, and 5 wt.% MWCNT/HDPE composites were investigated to estimate the 3D printability window. Second, filaments with 1.75 mm diameter were fabricated and subsequently extruded by a commercial 3D printer. Finally, the filaments and 3D printed parts were tested to correlate the rheological, mechanical, and electrical properties with processing parameters. Experimental results show that flow behavior of MWCNT/HDPE composites is a critical factor affecting the 3D printability. The shear viscosity exhibits good shear thinning behavior at high shear rates and significantly increases with increasing nanotube loading from 0.1 to 5 wt.%, at low shear rates. Reliable MWCNT/HDPE filaments were obtained with smooth surface finish and good mechanical and electrical properties. The 0.1 and 1 wt.% MWCNT/HDPE filaments exhibit very good printing characteristics. However, under the flow conditions of a standard 0.4-mm nozzle, 3D printing of 5 wt.% MWCNT/HDPE filament can be rather difficult primarily due to high shear viscosity and nozzle clogging. Thus, further investigation is needed to fully optimize the 3D printing of MWCNT/HDPE composites.