In this paper, we have investigated thermal properties by changing the content of carbon nanotube, which is component part of semiconductive shield in underground power transmission cable. Heat capacity (${Delta}H$), glass transition temperature (Tg) and melting temperature (Tm) were measured with the samples of eight, through DSC (Differential Scanning Calorimetry), and the measurement ranges of temperature selected from $-100[^{circ}C];to;100[^{circ}C]$ with heating temperature selected per $4[^{circ}C/min]$ Also, high temperature, heat degradation initiation temperature, and heat weight loss were measured by TGA (Thermogravimetric Analysis) in the temperature from $0[^{circ}C];to;700[^{circ}C]$ with rising temperature of $10[^{circ}C/min]$. As a result, the Glass transition temperatures of the sample were showed near $-20[^{circ}C]{sim}25[^{circ}C]$, and the heat capacity and melting temperature from the DSC was increased according to increasing the content of carbon nanotube, while, thermal diffusivity was increased according to increasing the content of carbon nanotube. Also, heat degradation initiation temperature from the TGA results was increasing according to increasing the content of carbon nanotube with CNT/EEA. Therefore, heat stabilities of EVA, which contained the we VA (vinyl acetate), showed the lowest.