Commercial carboxymethylcellulose was used to prepare dispersible multi-walled carbon nanotubes-based composites. These composites were employed to prepare Pickering oil-in-water emulsions. Emulsion-templated macroporous materials were then prepared by embedding the oil droplets into a polymer resin arising from the polycondensation of furfural and phloroglucinol within the continuous aqueous phase in the presence of FeCl₃ as catalyst. Polymerization afforded organic–inorganic nanocomposite materials in the form of capsules. After pyrolysis, highly microporous, magnetic and electrically conductive micrometric capsules could be obtained. This approach opens interesting prospects for catalysis, separation and electrochemistry applications.