In order to evaluate the effects of sizing agents on the wettability, strength loss, and properties of final filament wound structures during filament winding of carbon fibers, three types of sizing agent based on epoxy, epoxy + polyester, and epoxy + polyurethane were used to treat carbon fibers, the surface properties of carbon fiber samples after treatment were evaluated using SEM, infrared spectroscopy, dynamic contact angle analysis, and interlaminar shear strength (ILSS) test, the strength loss caused by fiber damage during filament winding was quantitatively analyzed, and the strength properties of the filament wound structures were characterized by NOL ring test. The results showed that the sizing agent treatment only slightly improved the surface free energy and ILSS of carbon fibers, but it had obvious influence on the strength loss rate of carbon fiber bundles. Added polyester or polyurethane in epoxy-based sizing may improve its protective effect for carbon fiber, and thus decrease strength loss during winding process, result in better tensile properties of carbon fiber filament wound structures.