Abstract: Multi-walled carbon nanotubes (MWCNTs)/poly(ether ether ketone) (PEEK) composite fibers containing 0.1% and 0.5% mass fraction of MWCNTs were melt-spun, respectively. The effects of heat-set temperature and cooling rates on the structures and properties of the composite fibers were studied in the process of tension heat-setting process. TEM, SEM, DSC, DMA, XRD and tensile tester were used to characterize the morphology, structures and properties of the fibers. The results show that, the heat-set temperature and cooling rates affect the Young's modulus, tensile strength and strain of the fibers. The heat-setting improves the orientation of MWCNTs in composite fibers. The tensile strength, Young's modulus and strain of the fiber heat-set at 280℃ and cooling rate of 1.5℃/min are 384MPa,0.62GPa and 28%, respectively. The tensile strength and Young's modulus are about 147% and 19% higher than that of the fiber heat-set at 130℃ and cooling rate of 1.5℃/min. Therefore, the optimized heat-set condition is obtained for the MWCNTs/PEEK composite fibers.