Polymer composites based on poly(methyl metacrylate)/multi-wall carbon nanotubes, (PMMA/MWNT), were prepared by the solvent cast technique from dispersions of MWNT in PMMA solutions. Three different solvents like toluene, chloroform and acetone were selected to solve PMMA, covering a broad range of Hansen solubility parameters. Composite mixing was done by sonication of solutions with MWNT in a broad concentration range up to 20 wt.% of MWNT. Electrical conductivity of composites as a function of MWNT concentration was measured. The different percolation thresholds were found for used systems like PMMA/solvent/MWNT which were found to be related to values of Hansen solubility parameters. Increasing the dispersion component, together with lower values of polar and hydrogen bonding components, leads to a lower value of percolation threshold.