Concrete is the worldwide most utilized construction material because of its very good performance, forming ability, long-term durability, and low costs. Concrete is a brittle material prone to cracking. Extensive cracking may impact durability and performance over time considerably. The addition of a small amount of carbon nanotubes (CNT) increases the concrete's overall electrical conductivity, enabling internal structure condition monitoring (self-sensing). This article presents the mechanical and self-sensing properties of regular and high-performance concrete (HPC) with multi-wall carbon nanotubes (MWCNT). The stress detection was investigated in cyclic compression, while damage detection was assessed by means of wedge splitting tests combined with the digital image correlation (DIC) method. The results proved that a small addition of MWCNT (0.05% and 0.10%) enhances the stress detection capabilities and enables the monitoring of microcracking.