A carbon nanotube paper without any binders and additives was directly used as the catalyst for Na–O2 batteries. Corresponding electrochemical performances were investigated. A large discharge capacity can be high up to 7530 mAh g−1, which, to the best of our knowledge, is the highest value obtained at the similar current density. The cycling performance of the Na–O2 battery can be improved with a capacity limit of 1000 mAh g−1. Moreover, the overpotential gap was as small as 200 mV. Na2O2·2H2O is identified by X-ray diffraction (XRD) as the main crystalline discharge product and can be decomposed in the following charging process as revealed by scanning electron microscope (SEM). These results indicate that the CNT paper is a promising cathode for Na–O2 battery.