In this paper, two kinds of amino compounds with different functionalities were used to modify the surface of graphene oxide (GO), uniform and stable aqueous dispersion was prepared by adjusting the pH value. For the first time, two kinds of modified GO multi-scale reinforced structures with different morphology were successfully constructed on the carbon fiber (CF) surface by electrophoretic deposition. The analysis showed that the morphology of ethylenediamine modified GO on the surface of CF presented a “Post-it” structure, while the morphology of melamine modified GO was a “Bark” structure. The presence of the modified GO can significantly improve the specific surface area and infiltration of the fibers. Compared with untreated carbon fiber composites, the comprehensive mechanical properties of the modified composites increased by 30.8% and 40.9% respectively. The improvement of dynamic mechanical properties also means the formation of good interface layer. This research provides a novel idea for producing multi-scale reinforced materials on the fiber surface.