The objective of this paper is to improve the interfacial bonding between the oxidized bamboo fiber and epoxy resin by grafting amino-functionalized multi-walled carbon nanotubes. Bamboo fiber was oxidized by a 2,2,6,6-Tetramethylpiperidine-1-oxyl oxidation system. The amino-functionalized multi-walled carbon nanotubes were then grafted on its surface by impregnation method. It was found by single fiber pull-out testing that the interfacial bonding between the bamboo fiber and epoxy resin was improved by 31.5% after the oxidation treatment of the fiber. After further grafting 0.5 wt% amino-functionalized multi-walled carbon nanotubes, the interfacial bonding was improved by 106.4%. The fracture morphologies and AFM scanning results of individual sample revealed the mechanism of the treatment from amino-functionalized multi-walled carbon nanotubes strengthens interfacial bonding between the fiber and epoxy. The effect of the amino-functionalized multi-walled carbon nanotubes content on the interfacial properties of the bamboo fiber/epoxy resin was investigated, a threshold for the content was identified.