This work for the first time reports the results on study of a polymer-free carbon nanotube (CNT) films used as a saturable absorber in an all-fibre laser. It is demonstrated that free-standing single-walled CNT films fabricated by an aerosol method are able to ensure generation of transform-limited pulses in an Er all-fibre ring laser with duration of several picoseconds and high quality of mode locking. The optimal average output power levels are identified, amounting to 0.4-0.5 mW depending on the linear transmission of the studied samples (60% or 80%). Application of polymer-free CNT films solves problems related to degradation of conventional polymer matrices of CNT-based saturable absorbers and paves the way to longer-lasting and more reliable saturable absorbers compatible with all-fibre laser configurations.