To improve the stress transfer and distribution of carbon fiber/epoxy interface, a gradient interphase reinforced by graphene oxide (GO) was designed in the composites. GO was introduced onto the surface of carbon fibers by physical adsorption, forming a gradient interphase in composite interface during the procedure of resin wetting. In order to improve the dispersion of GO in gradient interphase and chemical adhesion between GO and epoxy, GO was covalently functionalized with silane coupling agents and the silanized graphene oxide (SGO) was introduced into the gradient interphase as well. Compared with the base composites without nanosheets, the interfacial shear strength (IFSS), interlaminar shear strength (ILSS), flexural and tensile properties of hierarchical composites decreased seriously when 0.5wt% GO was introduced on carbon fiber surface. However, hierarchical composites containing 0.5wt% SGO showed a significant increase 60% in IFSS, 19% in ILSS, 15% in flexural strength and 16% in flexural modulus. A new stiffness phase between carbon fibers and matrix was found in the stiffness distribution curve of hierarchical composites by atomic force microscope in force mode. In addition, the stiffness of interphase was proved to change gradually from carbon fibers to epoxy, indicating the gradient dispersion of nanosheets in interphase.