Heat capacities of the carbon nanotubes (CNTs) with different sizes have been measured by modulated temperature differential scanning calorimetry (MDSC) and reported for the first time. The results indicated the values of Cp increased with shortening length of CNTs when the diameters of CNTs were between 60 and 100 nm. However, the values of Cp of CNTs were not affected by their diameter when the lengths of CNTs were 1–2 um, or not affected by the length of CNTs when their diameters were below 10 nm. The thermal stabilities of the CNTs have been studied by TG-DTG-DSC. The results of TG-DTG showed that thermal stabilities of CNTs were enhanced with their diameters increase. With lengths increase, the thermal stabilities of CNTs increased when their diameters were between 60 and 100 nm, but there is a slight decrease when their diameters were less than 60 nm. The further DSC analyses showed both released heat and Tonset increased with the increase of CNTs diameters, which confirms the consistency of the results from both TG-DTG and DSC on CNTs thermal stability.