Functionalized multiwalled carbon nanotubes (f-MWCNTs) can serve as the pseudostationary phase (PSP) for the capillary EKC separation of non-steroidal anti-inflammatory drugs (NSAIDs). To increase their hydrophilicity, we treated MWCNTs, with a sonochemical process in a concentrated nitric/sulfuric acid mixture. The oxidized MWCNTs were then characterized by FT-IR, transmission electron microscopy, and X-ray photoelectron spectroscopy. We evaluated the potential of the PSP and the effects of buffer composition, pH, addition of organic modifier, and injection temperature on the NSAID separation. The PSP created a network structure of pi-pi interactions, hydrophobic forces, hydrogen bonding, and electrostatic interactions to separate NSAIDs, providing a different separation mode from SDS micelles. We achieved complete separation of six NSAIDs using a mixture of a borate buffer (75 mM, pH 10) with methanol (5%, v/v) containing 0.02 mg/mL f-MWCNTs, an applied voltage of +12 kV and detection at 214 nm. Better precision was obtained with a low injection temperature. The method was also satisfactorily applied to the analysis of NSAIDs spiked into a urine sample.