The surface morphology, structure and hydrophobicity of low- and high-molecular weight poly(dimethylsiloxane) (PDMS) fluids physically adsorbed onto multi-walled carbon nanotubes (MWCNTs) at different weight percentages (5, 10, 20 and 40 wt.%), were studied employing X-ray diffraction (XRD), attenuated total reflectance Fourier transform infrared spectroscopy (ATR-FTIR), scanning electron microscopy (SEM) and measurements of contact angle with water. It was found that MWCNTs agglomerate forming voids between tubes of a broad range, while adsorption of the polymer from a hexane solution results in the expected wrapping of nanotubes with PDMS chains and, further, in filling voids, as represented by SEM data. ATR-FTIR was used to investigate the possible structural changes in the polymer nanocomposites. Based on the contact angle measurements via water drop shape analysis, MWCNTs/PDMS nanocomposites were characterized as a stable, superhydrophobic materials with the maximum contact angle (CA) equal to 152° at CPDMS = 40 wt.%.