A method for making a carbon nanotube composite structure includes the following steps: dispersing a plurality of carbon nanotubes in water, to form a carbon nanotube dispersion; adding an aniline solution into the carbon nanotube dispersion, to form a mixed solution; adding an initiator into the mixed solution, to form a carbon nanotube composite structure preform; freeze-drying the carbon nanotube composite structure preform in a vacuum environment; and carbonizing the carbon nanotube composite structure preform in a protective gas after freeze-drying. The present application also relates to the carbon nanotube composite structure.