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The functionalization of Multi-walled carbon nanotubes (MWNTs) using water vapor at temperature of 600°C-1000°C is reported in this paper. Raman spectra and X-ray photoelectron spectrum (XPS) were used to characterize the products. The XPS spectra showed the existence of oxygen atoms in the functionalized MWNTs in the form of -C-O, -C=O groups, and the content of Oxygen atoms in the products can be raised from 2.2at.% to 4.7at.% as the heating temperature rise from 600°C to 800°C. The rising of peaks corresponding to the -C=O bond and the diminishing of peaks corresponding to the -C-O bond as the treating temperature rising showed the thermal enhanced oxidizing ability of water molecules, while little changes in the intensity of peaks in the D and 2D band with respect to the peak at G band in the Raman spectra showed that the process induced little defects to the MWNTs. Our experiments also shows that when the temperature are higher than 800°C, more defect would be induced and no MWNTs would be left when treated under 1000°C. Compared to the traditional solvent approaches, method shown in this paper shows the advantage of environmental friendly and keeping the morphology of MWNT aggregations unchanged.