The interface between reinforcing fiber and matrix is a crucial element in composite performance. Homogeneous and interconnected carbon nanotubes (CNTs) were deposited onto the surface of carbon fibers to produce multiscale reinforcement by electrophoretic deposition (EPD). Single fiber tensile tests showed that the tensile strength and Weibull modulus of the resulting multiscale materials were increased by 16 and 41%, respectively. Compared with as-received carbon fibers, CNTs-deposited carbon fibers provided the decreased surface energy by 20% and the increased adhesion work by 22% using modified Wilhelmy method. Results from single fiber pull-out testing showed that a significant improvement (up to 68.8%) of interfacial shear strength was obtained for the composites containing by CNTs/Carbon fiber multiscale reinforcement. All results strongly suggest that EPD process can provide a feasible platform for improving interface properties of advanced composites.