Thermo-chemical conversion of carbonaceous wastes such as tyres, plastics, biomass and crude glycerol is a promising technology compared to traditional waste treatment options (e.g. incineration and landfill). The process promotes the sustainable management of carbonaceous wastes and realizes the potential value of these wastes. Carbon nanotubes (CNTs) are one of the most extensively investigated and high-value materials due to their featured electrical, mechanical and physical properties. Producing CNTs from waste materials could solve the issues of waste management and simultaneously bring down the cost of CNT production. This review focuses on the four most abundant waste carbonaceous materials (waste tyres, plastics, biomass and crude glycerol) which have great potential to be alternative feedstocks for CNT production. The review considers the background of these four major types of waste to highlight the incentives in using thermo-chemical conversion to deal with these waste materials. Catalyst development for thermo-chemical conversion is discussed to summarize the most common catalysts and provide guidance for future novel catalyst improvement. Current research studies regarding CNT and hydrogen production from waste materials have been reviewed which show that the topic is highly attractive for researchers. The applications of CNTs have also been grouped based on different properties, aiming to guide the future research to explore the potential applications of CNTs synthesized from wastes. This review provides an overview of the recent developments in this research area and stimulates research to promote the deployment of the technology.