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Aminated multiwalled carbon nanotubes (A-MWCNT) were reacted with diphenylphosphinic chloride (DPP-Cl) to prepare the functionalized MWCNT (DPPA-MWCNT). A-MWCNT and DPPA-MWCNT were respectively mixed with polystyrene (PS) to obtain composites through the melt compounding method. SEM observations demonstrated that the DPPA-MWCNT nanofillers were more uniformly distributed within the PS matrix than A-MWCNT. PS/DPPA-MWCNT showed improved thermal stability, glass transition temperature, and tensile strength in comparison with PS/A-MWCNT, resulting from good dispersion and interfacial interactions between DPPA-MWCNT and PS matrix. The incorporation of DPPA-MWCNT to PS significantly reduced peak heat release rate, smoke production rate, and carbon monoxide and carbon dioxide release in cone calorimeter tests. The enhanced fire-retardant properties should be ascribed to the barrier effect of carbon nanotubes, which could provide enough time for DPPA-MWCNT and its functionalized groups to trap the degrading polymer radicals to catalyze char formation. The char layer served as an efficient insulating barrier to reduce the exposure of polymer matrix to an external heat source as well as retarding the flammable gases from feeding the flame.