A novel bulk multi-walled carbon nanotubes (MWNT) based MEMS thermal sensor was fabricated using a polymer thin film to encapsulate MWNT sensing elements. The basic process includes AC electrophoretic manipulation of MWNT bundles on a silicon substrate and embedding them inside parylene C layers to provide a robust protection for the bundled MWNT. This encapsulation process ensures that the MWNT elements can be protected from moisture and contaminates in an operational environment, and thus, allow the sensors to be useful for potential application such as temperature measurement in water, sensing human touch and body temperature, or as ultra-sensitive sensors in manufacturing plants. We have measured the temperature coefficient of resistance (TCR) of these encapsulated MWNT-based micro sensors and also integrated them into constant current configuration for dynamic characterization. The I-V measurements of the resulting devices revealed that their power consumption were in the μW range. Besides, the frequency response of the testing devices was generally over 100 kHz in constant current mode operation. Based on these experimental evidences, carbon nanotube is a promising material for fabricating ultra low power consumption and high frequency response micro sensors for future sensing and electronic applications.