In the present work, the nucleation mechanism for crystallization of poly(ε-caprolactone)s grafted on multi-walled carbon nanotubes (MWCNTs-g-PCLs), in which the PCL chains are structurally confined, was studied using self-nucleation method and the effects of the molecular weight and grafting density were investigated. It is found that the structural confinement reduces the nucleation activity of the self-nuclei but enhances the interaction between MWCNTs and PCL chains, leading to a narrower self-nucleation domain (DII) or even disappearance of DII. The PCL chains are more stretched at a larger grafting density and higher molecular weight of PCL, which facilitates formation of self-nuclei but also increases the nucleation activity of MWCNTs. The nucleation activity of MWCNTs may be enhanced at a higher grafting density as well. The values of nucleation efficiency of MWCNTs in the blend and MWCNTs-g-PCLs were also evaluated. Higher nucleation efficiency is observed for the MWCNTs-g-PCL with shorter PCL chains but higher grafting density. Display omitted