The invention relates to a process for making a carbon nanotubes/ultra-high molar mass polyethylene (CNTs/UHPE) composite fibre comprising the steps of a) pre-treating CNTs with an acidic aqueous solution; b) making a composition containing pre-treated CNTs dispersed in a solution of UHPE in a spin solvent; and c) spinning the composition obtained into fibres; wherein step b) comprises making a dispersion of pre-treated CNTs in an alcohol, and mixing this dispersion with a mixture of UHPE and spin solvent. With this process CNTs/UHPE composite fibres showing improved tensile properties are obtained at relatively low CNTs content. A further advantage is that no or hardly any additional components, like dispersion aids, need to be added to make a stable dispersion of CNTs in the spin composition. The invention also relates to a CNTs/UHPE composite fibre obtainable by the process according to the invention, and to semi-finished or end-use articles containing said composite fibre.