Thermal transport measurements in multi-wall carbon nanotube (MWCNT) bundles at elevated temperatures up to 830 K are reported using a novel generalized electrothermal technique. Compared with individual CNTs, the thermal conductivity (k) of MWCNT bundles is two to three orders of magnitude lower, suggesting the thermal transport in MWCNT bundles is dominated by the tube-to-tube thermal contact resistance. The effective density for the two MWCNT bundles, which is difficult to measure using other techniques, is determined at 116 kg/m3 and 234 kg/m3. The thermal diffusivity slightly decreases with temperature while k exhibits a small increase with temperature up to 500 K and then decreases. For the first time, the behavior of specific heat for MWCNTs above room temperature is determined. The specific heat is close to graphite at 300–400 K but is lower than that for graphite above 400 K, indicating that the behavior of phonons in MWCNT bundles is dominated by boundary scattering rather than by the three-phonon Umklapp process. The analysis of the radiation heat loss suggests that it needs to be considered when measuring the thermophysical properties of micro/nano wires of high aspect ratios at elevated temperatures, especially for individual MWCNTs due to their extremely small diameters.