A hybrid structure comprising two polymers, polyurethane, and polymethyl methacrylate, forms an interpenetrating polymer network (IPN) combined with multi-walled carbon nanotubes (MWCNTs). Characterization was carried out using scanning electron microscopy (SEM), transmission electron microscopy (TEM), thermogravimetric analysis (TGA), dynamic mechanical analysis (DMA), sound absorption coefficient (SAC), and airflow resistivity (AFR). The content of MWCNTs varied within the range of 0, 0.3, 0.6 and 0.9% (by wt) of the total weight of the IPN. The results showed enhanced mechanical, acoustic, and thermal stability properties of the IPN nanocomposites compared to pristine IPN. Considering the changes in the SAC, the sound absorption performance of the IPN absorber was affected by the use of MWCNTs with different contents. In addition, an IPN with 0.6% (by wt) MWCNTs showed the best mechanical properties and the highest sound absorption over the measured frequency range. The DMA showed superior results by adding the MWCNTs fillers to pure IPN, mainly due to the enhanced interfacial contact and compatibility between the IPN composite and the MWCNTs filler. The results indicated that the damping performance of the prepared composite was mainly affected by the loss factor, which can effectively improve SAC, especially at low frequencies. Finally, a multiple regression analysis was performed to investigate the association between SAC and the frequency and amount of MWCNTs.