Carbon nanotubes (CNT) represent an effective filler to be incorporated into polymer matrices. Their physical properties allow them to exert a remarkable strengthening effect, while their nano-scale leaves the polymer weight unaltered. Exploiting their high strength-to-weight ratio, CNT/polymer nanocomposites appear to be the ideal materials to be shaped as wires and fibers. In this work, an ad-hoc innovative extrusion process is proposed to fabricate though and ultralong CNT/polymer nanocomposite wires. The process parameters are finely tuned to produce nanocomposite filaments exhibiting optimized mechanical properties. Optical analyses validate the morphological features of the fabricated filaments having an averaged diameter of 350 μm. Monotonic tensile tests are carried out to investigate the mechanical response of wires with CNTs content ranging from 1 wt% to 3 wt%. Young’s modulus and tensile strength registered increments of 47% and 43%, respectively, when comparing the 3 wt% CNT nanocomposite wires with the neat polymer wires. Finally, cyclic tensile tests are employed to investigate the change in damping capacity that accompanies the integration of CNTs into the polymer matrix. Such optimized CNTs nanocomposite wires can be easily integrated into several devices or assembled into ropes and yarns with multifunctional, improved properties.