We present a simple, effective, and accurate method to grow single-walled carbon nanotube (SWNT) multilayer thin films with layer-by-layer (LbL) nano self-assembly. The thin film is assembled on the substrate by alternate adsorption of SWNTs and poly (dimethyldiallylammonium chloride) (PDDA). Scanning electron microscope (SEM) inspection shows that the SWNT multilayer is formed with a dense network of nanotube bundles. The average thickness of a single (PDDA/SWNT) bi-layer is measured as 76 Aring. The volume and mass ratios of SWNTs in the multilayer are calculated as 63.2% and 75%, respectively. With nanoindentation measurement, the Young's modulus of the SWNT thin film is approximately 17 GPa. The electro-thermal properties of the SWNT multilayer are studied with current-voltage (I-V), four-point probe, and rapid thermal annealing (RTA) techniques. The conductance of the SWNT thin film at 300degC is measured as 2.29 mS, which is 50 times higher than that at room temperature (0.045 mS).