Pyramid shaped pyrolysis flame is a new method for carbon nanotubes synthesis. Oxy-acetylene flame outside the frustum of pyramid shaped reactor provides the necessary high temperature environment, while carbon monoxide is used as the source of carbon, iron pentacarbonyl (Fe(CO)5) as the source of catalyst precursor in reactor. In this experimental, substrate is the platform on which carbon nanotubes produced. The locations of 304 stainless steel and 201 stainless steel as substrates stayed in flame, 304 stainless steel pretreated or not, and different thickness of red copper and brass were studied. The results of 304 stainless steel substrate at the height of 10mm are the best, comparing with others at 7mm, 5mm, and 0mm heights. Although using 201 stainless steel as substrates has the same results, the results of it are not as good as 304 stainless steel. Pretreated 304 stainless steel as substrate can gain better properties of carbon nanotubes. Different thickness of brass and red copper can not get carbon nanotubes, only copper oxide on the surface of red copper while particles on brass.