It is widely believed that low-volatility is a defining characteristic of ionic liquids (ILs). Here we synthesize a series of host–guest nanocomposites containing multiwalled carbon nanotubes (MWCNTs) and ILs using the volatility of ILs under vacuum conditions. The nanocomposites with different IL contents can be easily obtained through simple physical methods. The interactions between IL and MWCNTs are thoroughly investigated. This new nanocomposite can be used both in carbon catalysis and IL catalysis.