Composites of multi-walled carbon nanotubes (MWCNTs) and poly(3,4-ethylenedioxythiophene) (PEDOT) are attracting the attention of material scientists since more than a decade as potential next-generation optoelectronic materials for their peculiar features, arising from the combination of the intrinsic electrical, thermal and morphological properties of the two components. They are indeed a promising platform for the development of low-cost, portable and environmentally friendly electronic devices such as supercapacitors, sensors and actuators. Here a novel synthetic strategy for their preparation is envisaged, exploiting the possibility to covalently functionalize the external surface of MWCNTs with tailored molecular units, starting from which the growth of the conjugated polymer can be induced oxidatively. The approach demonstrates its value in being able to effectively promote the formation of PEDOT chains in direct contact with the surface of MWCNTs, differently from what results when the monomer is polymerized in the presence of the pristine carbon nanomaterial. In addition, significant differences are found in the physico-chemical properties and electrochemical behavior when MWCNT-PEDOT covalent composites are studied in comparison to a non-covalent analogue, here illustrated in detail. These evidences constitute a starting point for the future development of novel more finely tuned functional materials based on MWCNT-PEDOT composites, featuring the required optoelectronic properties to precisely target the desired application.