Carbon nanotube (CNT) coatings were utilized to enhance the interfacial properties of carbon fiber (CF)/epoxy(EP) composites by ultrasonically assisted electrophoretic deposition (EPD). A characterization of the CF surface properties was done before and after coating (surface chemistry, surface morphologies, and surface energy). The result shows that oxygenated groups concentrations of the CF surfaces experienced significant increases from 12.11% to 24.78%. Moreover, the uniform and homogeneous CNT films were tightly attached on the surface of CF, and the surface wettability of CF is significant improved by enhanced surface free energy when introduced ultrasonic during the EPD process. In addition, the interlaminar shear strength (ILSS) and water absorption of CF/EP composite were measured. Scanning electron microscopy (SEM) revealed that the fracture mechanisms of the new interface layer formed by depositing CNTs on the CF surface contributed to the enhancement of the mechanical performance of the epoxy. This means that the efficient method to improve interfacial performance of composites has shown great commercial application potential.