In the present study, Poly(methyl methacrylate) (PMMA)/single-walled carbon nanotubes (SWCNT) composites were prepared by melt mixing to achieve suitable SWCNT dispersion and distribution and low electrical resistivity, whereby the SWCNT direct incorporation method was compared with masterbatch dilution. An electrical percolation threshold of 0.05–0.075 wt% was found, the lowest threshold value for melt-mixed PMMA/SWCNT composites reported so far. The influence of rotation speed and method of SWCNT incorporation into the PMMA matrix on the electrical properties and the SWCNT macro dispersion was investigated. It was found that increasing rotation speed improved macro dispersion and electrical conductivity. The results showed that electrically conductive composites with a low percolation threshold could be prepared by direct incorporation using high rotation speed. The masterbatch approach leads to higher resistivity values compared to the direct incorporation of SWCNTs. In addition, the thermal behavior and thermoelectric properties of PMMA/SWCNT composites were studied. The Seebeck coefficients vary from 35.8 µV/K to 53.4 µV/K for composites up to 5 wt% SWCNT.