Since many thermoelectrics are brittle in nature with low mechanical strength, improving their mechanical properties is important to fabricate devices such as thermoelectric power generators and coolers. In this work, multiwalled carbon nanotubes (CNTs) were incorporated into polycrystalline Bi0.4Sb1.6Te3 through powder processing, which increased the flexural strength from 32 MPa to 90 MPa. Electrical and thermal conductivities were both reduced in the CNT containing materials, leading to unchanged figure of merit. Dynamic Young's and shear moduli of the composites were lower than the base material, while the Poisson's ratio was not affected by CNT doping.