To enhance the interfacial properties of carbon fiber-reinforced polymer (CFRP) composites, chitosan (CS) and carbon nanotubes (CNTs) were used to construct multilayer structures on the surface of the CF. CFs were first encapsulated by CS through hydrogen bonding and electrostatic action to form a uniform membrane with a thickness of 32 nm. Then, CNTs were grafted on the CS layer to obtain a multilayer membrane with a thickness of 45–60 nm, resulting in improved roughness and wettability of CFs. Subsequently, CFRP composites were prepared by impregnating multiscale CFs with epoxy resin. Compared with that of untreated CFRP composites, the interfacial shear strength, transverse fiber bundle tensile strength, and interlaminar shear strength of the CS-encapsulated and CNT-grafted CFRP composites increased by 91.61% (75.61 MPa), 63.61% (32.78 MPa), and 37.73% (83.24 MPa), respectively. This work provides a green and nondestructive method to optimize the interfacial interactions between CFs and the polymer matrix, which can effectively expand the application field of CFRPs.