Composites comprising biobased poly(lactic acid) (PLA) and polyethylene (Bio-PE) were reinforced with multi-walled carbon nanotubes (MWCNTs). These nanocomposites were analyzed using space-resolved thermal analysis (TA) integrated with atomic force microscopy. The deflection temperature, which indicates thermal-induced expansion and thermal transitions of the composite, was monitored by nanoscale TA (nanoTA) utilizing the displacement of a cantilever in contact with the material. Results were compared to bulk electrical, mechanical and thermal properties. Electrical conductivity was detected at lower MWCNT loadings for PLA than for Bio-PE (at 2.5 vs. 5 mass%). Maximal electrical conductivity of 27 S m−1 for PLA and 0.7 S m−1 for Bio-PE-based samples was reached at 10 mass% MWCNT loading. Tensile behavior combined with thermogravimetric analysis indicated strong MWCNT–Bio-PE interactions, in contrast to PLA. The glass transition and melting temperature measured by differential scanning calorimetry (DSC) were not changed by the increase in MWCNT loading. Increased deflection temperature was registered by bulk heat deflection measurements on Bio-PE, but not for PLA. The thermal transitions obtained by nanoTA at the nanoscale were in the same temperature range as the first transitions observed upon temperature ramp in DSC (e.g., glass transition and melt temperatures of PLA and Bio-PE, respectively). Remarkably, thermal expansion was detected by nanoTA for PLA- and Bio-PE-based composites below electrical percolation threshold as well as an increase in PLA softening temperature. Space-resolved nanothermal analysis revealed thermal phenomena that are otherwise overlooked when bulk methods are applied.