Formaldehyde (HCHO) is a main indoor pollutant that is capable of harming the health of residents. Here, we fabricated a novel MnO2/MWCNTs nanocomposite film for non-photocatalytic, room temperature removal of indoor HCHO. MnO2/MWCNTs nanocomposites with various amounts of a-MWCNTs, which were fabricated by a co-precipitation method, were assembled into composite films using vacuum filtration and solvent evaporation. Structural analysis confirms that MnO2 nanoparticles are homogeneously distributed on a-MWCNTs. The acetyl acetone method was used to characterize the catalytic activity of MnO2/MWCNTs nanocomposites. The results show that MnO2/MWCNTs composites with 30 wt% a-MWCNTs present the highest catalytic activity due to a highly active surface. The catalytic activity of MnO2/MWCNTs composite film was characterized in a glovebox at room temperature and showed good removal of HCHO. This study suggests that supporting catalysts on MWCNTs and then assembling them into fibers (1D), films (2D) or aerogels (3D) is a worthwhile approach to promote catalytic activity and prevent dust pollution.