The deposition of graphene oxide (GO) onto carbon fibers (CF) surface to form a hierarchical reinforcement structure has been achieved via various bonding types: van der Waals forces, zwitterionic interactions and covalent bonds. The functional groups, surface elements, contents of introduced GO, surface structures, morphologies and wettability of GO-deposited CF were characterized by FT-IR, XPS, TGA, Raman, SEM and Dynamic contact angle meter, respectively. Covalently grafting GO onto CF (CF-c-GO) has been proved to be the most effective way to improve the interfacial properties. Compared with pristine CF, the flexural strength, interlaminar shear strength and interfacial shear strength of CF-c-GO composites were increased by 28.7%, 22.7% and 50.6%, respectively. The CF-GO hierarchical composites featured a stronger interfacial bonding as evidenced by the fracture surface analysis, which demonstrated the enhancement in interfacial properties of hierarchical thermoplastic composites.