Carbon nanotubes (CNTs) have been a major interest of study since 1991. A panel of properties and phenomena associated with carbon nanotubes due to their special combination of dimension, structure and topology have been investigated in the last years. Recently, it appears interesting to use carbon nanotubes at low loading content to obtain materials with enhanced mechanical and thermal properties. One of the major challenges is actually to disperse easily and individually these nanotubes in polymer matrices to obtain materials with increased properties for different application uses. Ethylene-vinyl acetate (EVA) copolymer is commonly used in cable industry. It is required to introduce high contents of alumina trihydrate (ATH) or magnesium dihydroxide (MDH) as fire retardant, to avoid fire hazards and reduce flammability. But this high mineral loading results in a decrease of the mechanical performances of the materials. This work aims at studying the influence of the incorporation of multiwall carbon nanotubes (MWNTs) on the tensile properties and the fire behavior of EVA nanocomposites. This work demonstrates, on one side, the significant effect of the previous nanotube coating by a thin layer of high density polyethylene (HDPE-coating) on the mechanical behavior of the so-obtained nanocomposites and explain, on the other side, the flame retardant efficiency of MWNTs in EVA nanocomposites. An original mechanism related to the action of the MWNTs during the combustion process is proposed and the effect of the HDE-coating on the cohesion of the residues is discussed.