The electrical resistivity of CNT yarns of diameters 10–34 μm, spun from multi-walled carbon nanotube arrays, have been determined from 2 to 300 K in magnetic fields up to 9 T. The magnetoresistance is large and negative at low temperatures. The thermal conductivity also has been determined, by parallel thermal conductance, from 5 to 300 K. The room-temperature thermal conductivity of the 10 μm yarn is (60 ± 20) W m−1 K−1, the highest measured result for a CNT yarn to date. The thermal and electrical conductivities both decrease with increasing yarn diameter, which is attributed to structural differences that vary with the yarn diameter.