Microcapsules are widely used by researchers in self-healing composites. In this study, multi-walled carbon nanotubes (CNT) were incorporated into the core of the microcapsules, along with the self-healing agent. Dicyclopentadiene (DCPD) and urea-formaldehyde (UF) were chosen as the core and shell materials respectively, and DCPD-CNT-UF based dual core microcapsules were synthesized. Two types of microcapsules, namely, DCPD-UF and DCPD-CNT-UF were successfully synthesized by the in situ polymerization technique. The novelty of this work is the development of dual core microcapsules with DCPD-CNT-UF combination. Surface morphology characterization and elemental analysis of the microcapsules were carried out using a scanning electron microscope (SEM-EDX). TGA and DSC analysis show that DCPD-CNT-UF microcapsules have better thermal stability than DCPD-UF microcapsules. These novel DCPD-CNT-UF microcapsules were found to be compatible with epoxy base resin for making resin castings. The presence of CNT is found to improve the mechanical, thermal and electrical properties of the resin cast specimens without compromising on self-healing efficiency. © 2020 The Royal Society of Chemistry.