The conductive path formed by carbon nanotubes (CNTs) in a polymer matrix is one of the most attractive topics for developing multifunctional nanocomposites. In this article, we studied the evolution of conductive paths and interactions in the interfacial regions in epoxy-based composites reinforced by an urchinlike hybrid of CNTs and alumina microparticles (μAl2O3). A homogeneous dispersion of CNTs in the epoxy matrix was achieved thanks to the core-shell structures of CNTs-μAl2O3 hybrids, resulting in the interpenetrated epoxy's cross-linking network that strongly bonds with CNTs. Furthermore, thermal treatments at different temperatures around the glass-transition temperature (Tg) were conducted under vacuum on composites near the percolation threshold. It was found that the dielectric behavior and the Tg were shifted in spite of the constant CNT mass fraction used. This was mainly due to the fact that thermal treatment generated the adjustment of the cross-linking network of epoxy, and the distances between adjacent CNTs were reduced gradually. This study can provide insight into the evolution of conductive paths in the interfacial regions from a more straightforward perspective.