Solid-state reactions are used for synthesizing Li4Ti5O12 (LTO) of high purity and crystallinity. However, it is not easy to control the particle size of LTO in these reactions. In this study, an entanglement structure for an LTO/multi-walled carbon nanotube (MWCNT) composite is prepared by a ball-milling-assisted solid-state reaction. The LTO nanoparticles are confined in the interspace of the MWCNT matrix via this architecture control. The additive of MWCNTs can prevent the aggregation of LTO particles during the calcination process of the solid-state reaction. In addition, the entanglement of the MWCNTs and LTO creates an effective conductive network, which improves the conductivity of LTO. Therefore, the entanglement structure improves the electrochemical properties of LTO, such as the rate capability and cycle performance.