AbstractCarbon fiber (CF) reinforced epoxy (EP) matrix composite was widely used in industries, however, the mismatch of modulus between CFs and resin would lead to easy damage at the composite interface. In addition, complex modification methods limited the application of CF composite. To address these problems, a simple and efficient physical coating method was used to introduce a degressive gradient modulus layer on the CF surface. The “stepped modulus” structure could effectively disperse stress, improve the mechanical interlocking and wettability, and realize the modulus matching between fiber and resin, thus significantly improving the interface properties of the composites. The interfacial properties of Cn‐CNT‐CF/EP (n was the number of coatings) were gradually improved with the controllable gradient modulus layer established. The interlaminar shear strength (ILSS) and transverse fiber bundle (TFB) strength of C4‐CNTs‐CF/EP were increased by 65.7% and 85.6%, respectively. Due to the presence of a “degressive gradient” modulus layer, the improved mechanical properties of the Cn‐CNT‐CF/EP were comparable to or even more significant than other complicated approaches found in the literature. This simple and effective composite interface construction technique laid the theoretical and practical foundation for the preparation of high‐performance CF composite.