The small-scale effect on the torsional buckling of a double-walled carbon nanotube (DWCNT) embedded on Winkler and Pasternak foundations is investigated in this study using the theory of nonlocal elasticity. The effects of the surrounding elastic medium, such as the spring constant of the Winkler type and the shear constant of the Pasternak type, as well as the van der Waals (vdW) forces between the inner and the outer nanotubes are taken into account. Finally, based on the theory of nonlocal elasticity and by employing the continuum models, an elastic double-shell model is presented for the nonlocal torsional buckling load of a DWCNT. It is seen from the results that the shear constant of the Pasternak type increases the nonlocal critical torsional buckling load, while the difference between the presence and the absence of the shear constant of the Pasternak type becomes large. It is shown that the nonlocal critical buckling load is lower than the local critical buckling load. Moreover, a simplified analysis is carried out to estimate the nonlocal critical torque for the torsional buckling of a DWCNT.