Composite filaments of thermoplastic polyurethane (TPU) and single-walled carbon nanotubes (SWCNTs) have been fabricated via extrusion process and their properties were studied using various characterization techniques. Twin-screw extruder has been used for making the composite filaments and the processing parameters like temperature, screw speed, and pressure were optimized. Thermal, morphological, mechanical, and electrical properties were studied by varying the weight percentage of SWCNTs. Raman shift of SWCNTs is observed for the CNTs dispersed in TPU matrix. Thermal analysis shows that there is an increase in the degradation and melting temperature of the TPU/SWCNTs blends. With the addition of SWCNTs as small filler loadings of 1 wt%, the tensile strength of the blended materials increased from 13 MPa to 21.6 MPa. The electrical conductivity of the composite filaments starts with the addition of 0.01% of SWCNTs. The highest value of electrical conductivity (3.7 x 10^–7 S cm^–1) obtained with 2 wt% of SWCNTs. This melt extrusion process method could open up for the preparation of new high-performance nanotube composite materials.