In order to improve the performance of CO2 separation membrane, multi-walled carbon nanotubes(MWCNTs) were added into natural rubber(NR) to prepare NR/MWCNTs mixed matrix membranes(MMMs). The effect of MWCNTs content on the mechanical properties of mixed matrix membranes was investigated. The effects of MWCNTs content, pressure and thermal cross-linking time on the separation performance of NR/MWCNTs MMMs and the anti-aging properties of the membranes were investigated. The CO2 transport mechanism of MMMs was also discussed. The results show that the CO2 permeability of MMMs increased gradually with increasing MWCNTs content, while the CO2/N2 selectivity increased firstly and then decreased. The optimal CO2 permeability and CO2/N2 selectivity of NR/MWCNTs MMM containing 2.0% MWCNTs were 138 Barrer and 12.5, respectively. Furthermore, the CO2 permeability and CO2/N2 selectivity of membrane also increased with increasing pressure. When the thermal cross-linking time was 24 h, the membrane containing 2.0% MWCNTs exhibited optimal separation performance with a CO2 permeability of 95 Barrer and a CO2/N2 selectivity of 16.8 at 2 bar. Besides, the thermally cross-linked membrane had better anti-aging properties than uncross-linked mixed matrix membrane owing to dense network structure between MWCNTs and NR.