To obtain strong interfacial adhesion between basalt fiber (BF) and polyamide 6 (PA6) matrix, a multiscale graphene-basalt fiber reinforcement was introduced by directly coating graphene (GR) onto the surface of individual basalt fiber via polyurethane sizing agent. The GR on the surface of BF was homogeneous, and the microstructure of the interfacial region between BF and matrix could be adjusted by varying the content of GR in the sizing agent. Owing to the bridge effect of GR, a mechanical meshing nanoscale interfacial area was generated, which could enhance the interfacial adhesive between BF and PA6 matrix, and the stress transfer of the corresponding composites was improved. The uniform coating of GR on the surface of BF increased the storage modulus and Tg for the BF/PA6 composites and 18.2% and 34% improvement for their tensile and flexural strength. Compared with BF/PA6, the GR-BF/PA6 composites obtained a fairly low friction coefficient and highly wear-resisting property, which was explained by the improved interfacial adhesion, effective stress transfer and the highly unfolded feature and flexibility of the introduced GR. This work presents a suitable approach for industrial production that can improve the comprehensive performance of fiber-reinforced composites effectively.