The harvesting salinity gradient power of reverse electrodialysis is mainly derived from ion-exchange membranes (IEMs). Among IEMs for the assembly of reverse electrodialysis stacks, pore-filling ion exchange membranes (PIEMs) and nanocomposite IEMs have been considered for high performance. In our study, we fabricated multiwall carbon nanotube (MWCNT) nanocomposite PIEMs, in which nanocomposite IEM and PIEM were hybridized by a simple impregnation process using an aqueous MWCNT solution. The MWCNT composition in the PIEM could be precisely controlled by the impregnation times and MWCNT concentration in the solution. Additionally, the MWCNTs in the PIEMs were homogenously dispersed without any aggregation. The ion exchange capacities and permselectivities of the MWCNT nanocomposite PIEMs increased with increasing MWCNT content in the PIEMs due to the formation of an optimized ion pathway by reconstruction of the ion-conducting moiety in the electrolyte polymer by hydrophobic MWCNTs. The open-circuit voltages, currents, and power densities of the reverse electrodialysis stacks made with MWCNT nanocomposite IEMs were better than those of PIEMs without MWCNTs, indicating improved performance. This improvement originated from the high ion exchange capacities and permselectivities of the MWCNT nanocomposite PIEMs.