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We elucidate the mechanisms by which multi-walled carbon nanotubes (MWCNTs) influence the microstructure, fracture behavior, and hydration of cement paste. We disperse MWCNTs using a multi-step approach that involves high-energy pre-dispersion using ultrasonic energy followed by low-energy dispersion using un-hydrated cement particles. In turn, the low-energy dispersion step involves high-shear mixing and mechanical stirring. High-resolution environmental scanning electron microscopy of cement+0.2 wt% MWCNT, cement+0.5 wt% MWNCT, and of cement+1 wt% MWCNT show that MWCNTs bridge air voids, thereby refining the pore size and strengthening the C-S-H matrix. The fracture toughness increased by 9.38% with the addition of 0.2 wt% multi-walled carbon nanotubes, and by 14.06% with the addition of 0.5 wt% multi-walled carbon nanotubes and ligament bridging was the dominant toughening mechanism. Moreover, for all reinforcement levels, MWCNTs induced a conversion of low-density C-S-H into high-density C-S-H along with a drastic drop in the capillary porosity: adding 0.1–0.5 wt% MWCNT resulted in a 200% increase in the volume fraction of high-density C-S-H. Thus, our experiments show that MWCNT enhances the mechanical properties and transport properties by: (i) promoting high-density C-S-H formation, (ii) promoting calcium hydroxide formation, (iii) filling microscopic air voids, (iv) reducing the capillary porosity, (v) increasing the fraction of small gel pores (1.2–2 nm in size), and (vi) by bridging microcracks.