The use of natural antioxidants is an attractive way to formulate nanocomposites with extended durability and with potential applications in bio-medical field. In this work, Vitamin E (VE) in the form of α-tocopherol and Quercetin (Q) were physically immobilized onto multi-walled carbon nanotubes bearing covalently-linked long-chain alkyl ester groups (CNTs) and the resulting hybrids CNTs-VE and CNTs-Q were used to formulate thermo-oxidation stable ultra high molecular weight polyethylene based nanocomposites. The thermo-oxidation of the nanocomposites was performed at 120 C in air oven. The samples were then subjected to FTIR analyses at different annealing times. The accurate analysis of carbonyl and hydroxyl indices for all the investigated systems as a function of the thermo-oxidation times, reveal that the degradation process is slower for the nanocomposites containing VE and Q molecules. As known, the VE and Q molecules are both known to be effective in the protection of the polymeric matrices against thermo-oxidation, but their the excellent obtained stabilizing actions attained in our samples are definitely much higher than what commonly reported in literature. Such an unexpected finding could be explained considering some specific interactions between the used natural anti-oxidants and the carbon atoms of the outer surface of the CNTs. Such interactions could give rise to the formation, upon thermal treatment, of several intermediate anti-oxidant radicals, which induce the formation of CNT surface defects. In this way, some carbon atoms change their hybridization from sp2 to sp3, achieving radical scavenging properties.