Multi-walled carbon nanotubes (MWCNTs) were coated with silica by a sol-gel method to improve interfacial bonding and dispersion of nanotubes in the diglycidyl ether of bisphenol A (DGEBA) matrix. TEM and FE-SEM measurements showed that the silica shell was successfully coated on the surface of r-MWCNTs (as-received MWCNTs), and that the dispersion of MWCNT@SiO2 in the epoxy matrix and interfacial adhesion between MWCNTs and epoxy were improved through the silica shell formation. The effects of silica-coated multi-walled carbon nanotube (MWCNT@SiO2) addition on the curing behavior of epoxy resin, and on the physical and thermomechanical properties of epoxy composites, were studied. FT-IR measurements of different blends at different curing times indicated that the curing reaction was accelerated with the presence of MWCNTs and increased with the content of MWCNT@SiO2. DSC results confirmed that the value of activation energy decreased with the introduction of MWCNTs in the order of MWCNT@SiO2 < r-MWCNTs < epoxy. It was found that the thermal conductivity of epoxy composites were significantly enhanced by incorporation of MWCNT@SiO2, relative to composites with r-MWCNTs, while the values of the glass transition temperature slightly increased, and the high electrical resistivity of these composites was retained overall.