Repetitious sizing treatment was used to modify the carbon fiber (CF) surface with carbon nanotubes (CNTs) for improving interfacial properties of CF/epoxy composites. Interlaminar shear and flexural results showed that mechanical properties of composites were significantly depended on the dispersion state and contents of CNTs in interfacial regions. Increases of 13.45% in interlaminar shear strength and 20.31% in flexural strength were achieved in quintuple sized-CF/epoxy composites, whereas excessive CNTs led to decrease of interfacial performance due to defects induced by agglomerated CNTs. Energy dispersive X-ray spectroscopy and force modulation atomic force microscope were used to detect the structure of interfacial phase and results indicated that gradient interfacial structure with various thicknesses was formed due to CNT incorporation. This means that such a simple and efficient method to improve interfacial performance of composites via regulating the fiber–matrix interphase structure was developed and showed great commercial application potential.