To improve the interfacial performance of carbon fiber (CF) and epoxy resin, carbon nanotubes (CNTs) coatings were utilized to achieve this purpose through coating onto CF by the treatment with hydrogen peroxide and concentrated nitric acid combined with electrophoretic deposition (EPD) process. The influence of electrophoretically deposited CNTs coatings on the surface properties of CFs were investigated by Fourier transform infrared spectrometer, atomic force microscopy, scanning electron microscopy and dynamic contact angle analysis. The results indicated that the deposition of carbon nanotubes introduced some polar groups to carbon fiber surfaces, enhanced surface roughness and changed surface morphologies of carbon fibers. Surface wettability of carbon fibers may be significantly improved by increasing surface free energy of the fibers due to the deposition of CNTs. The thickness and density of the coatings increases with the introduction of pretreatment of the CF during the EPD process. Short beam shear test was performed to examine the effect of carbon fiber functionalization on mechanical properties of the carbon fiber/epoxy resin composites. The interfacial adhesion of CNTs/CF reinforced epoxy composites showed obvious enhancement of interlaminar shear strength by 60.2% and scanning electron microscope photographs showed that the failure mode of composites was changed after the carbon fibers were coated with CNTs.