This paper reports a novel, cost-effective, scalable, and simple method for preparing poly(3-hexylthiophene)/multiwalled carbon nanotube (P3HT/MWCNT) nanocomposite films. The P3HT/MWCNT films were prepared by oxidative polymerization of 3-hexylthiophene in chloroform solution containing dispersed MWCNT. The phase composition and microstructure of the composite films were analyzed by x-ray diffraction (XRD), Fourier-transform infrared spectroscopy, Raman spectroscopy, thermogravimetric analysis, and field-emission scanning electron microscopy. The composite films were smooth, dense, and uniform. The thermoelectric properties of the composite films were measured at room temperature. The electrical conductivity and Seebeck coefficient of the films with MWCNT content of 5 wt.% were ~1.3 × 10−3 S/cm and 131.0 μV/K, respectively.