We studied the effects of annealing in H2O2 on the morphologies and structures of “as grown” high-density, well-aligned multi-walled carbon nanotube (MWNT) films formed by surface decomposition of SiC. After annealing in H2O2 solution at 100°C for 3 h, the G/D ratio increased from 1.44 to 2.33, the FWHM of the G band peak became narrower, and a D′ shoulder peak appeared. Transmission electron microscopy (TEM) revealed that the dispersion of MWNTs in dimethylformamide (DMF) solution was improved, suggesting that film impurities were reduced and that damage to the MWNTs was negligible. After annealing for 9 h, the G/D ratio decreased to 1.57, and exfoliation of some MWNTs was observed. In addition, several functional groups such as carboxylic (-COOH) and hydroxyl (-OH) were formed on the surface of the MWNTs. From these results, we conclude that annealing in H2O2 under proper conditions can effectively purify “as grown” MWNT films formed by surface decomposition of SiC.