Is it recommended that we place an Import on a property instead of a field? I tried it on a field and it is working but Resharper is telling me a warning that the field was never initialized.
ReSharper doesn't recognize that MEF will be setting the variable and since there is no guarntee that MEF will be setting the variable (example if it isn't put into a container for example), so it is reasonable for ReSharper to warn about this. You can either ignore it or simply initialize the field to null (or default(T)).
As for whether or not you should use a property or field I think using a field is fine (assuming it is not public). I generally reserve properties for things I want to expose publicly. One special case to consider here is that there are some issues having Imports on private members in low trust scenarios like SL or paritial trust because MEF uses reflection and you cannot use private reflection in some of those scenarios.