This work attempts to clarify the influence of surface roughness on the thermodynamic interactions between carbon particles and polymer melts. The surface energy of carbon black (CB) and short carbon fibers (VGCF) having different surface roughnesses was estimated by inverse gas chromatography (IGC) and highly sensitive isothermal calorimeter (HS-ITC) measurements using low-molecular-weight analogues of polymers as probes. We confirmed that the carbon surfaces possess energetic heterogeneity with the most active sites at the graphite crystalline edges, and the interactions in play are van der Waals in nature. Competitive adsorption of two chemically different polymers by incorporation of the carbon particles into the polymer blends was investigated based on SEM and TEM observations. We found that the selective location of CB in the polymer blends does not always depend on the surface tension of polymers but seems to be governed largely by the flexibility of the polymer chains. In VGCF-filled HDPE/PMMA composites, a self-assembled VGCF/HDPE network throughout the PMMA matrix was observed where the flexible HDPE chains are preferentially absorbed at the rough ends of the VGCF filaments. These experimental results lead to the conclusion that surface roughness strongly affects the carbon-polymer interactions, and the entropy penalty may play a main role in competitive adsorption of polymers on the rough carbon surfaces.