The ultra-thinning of large tow carbon fiber (CF) is a trend to promote the industrialization of CF-reinforced polymer (CFRP) composite materials. However, pristine epoxy resins cannot meet the demands of high-performance composites. The effect of carbon nanotube (CNTs) reinforced epoxy resin on ultra-thin CFRP composites was explored. It was found that the epoxy resin matrix had the highest compressive strength, bending strength, bending modulus, and tensile strength when the CNTs content was 0.2 wt%. Most importantly, the transverse fiber bundle test tensile strength, interlaminar shear strength, and compressive strength of ultra-thin CF reinforced modified epoxy composites have been significantly improved. In addition, the composite exhibits excellent thermal conductivity, electrical, and electromagnetic interference shielding effectiveness. This work provided insights into preparing structural–functional integrated ultra-thin CFRP composites, which showed potential applications in the fields of aerospace, and energy equipment, among others.