Polyimide (PI) aerogels are open-celled materials with high porosity, low density, excellent mechanical property and high thermal stability. Linear PI aerogels exhibit drastic shrinkage during the fabrication process. Cross-linked PI aerogels were usually fabricated by utilizing the costly cross-linking agents such as 1,3,5-triaminophenoxybenzene or octa-(aminophenyl)silsesquioxane. Herein, amino functionalized multi-walled carbon nanotubes (MWCNTs-NH2) were prepared by amidation reaction; PI/MWCNTs-NH2 composite aerogels were fabricated by adding MWCNTs-NH2 to anhydride end-capped poly(amic acid) (PAA), chemical imidization of PAA and supercritical carbon dioxide drying. The microstructures, pore size, elastic modulus, thermal properties and other physical properties of the obtained PI/MWCNTs-NH2 composite aerogels were investigated. The results showed that MWCNTs-NH2 could act as a cross-linker of PI because the amino groups of MWCNTs-NH2 could react with the terminal anhydride groups of PAA. With the addition of MWCNTs-NH2, the shrinkage of PI/MWCNTs-NH2 composite aerogels decreased. The densities and Young’s moduli of PI/MWCNTs-NH2 composite aerogels also decreased. The PI/MWCNTs-NH2 composite aerogels had coralline-like structure with mesopores (average pore size: 11–20 nm). The PI/MWCNTs-NH2 composite aerogels also exhibited decent thermal stability and thermal insulating property.