The surface of carbon fibers (CFs) is often modified by multi-walled carbon nanotubes (MWCNTs), and the effect of the interface on the mechanical properties has been reported mostly for epoxy matrices. We achieved effective surface modification of CFs by a simple two-step process to graft a large amount of MWCNTs using a highly reactive polymer to enhance the bonding between CFs and MWCNTs. The first step was the reactive mono-molecular coating of a reactive polymer (poly-2-isopropenyl-2-oxazoline; Pipozo) that has high reactivity with COOH from CFs and MWCNTs. The high reactivity between the oxazoline group and COOH or phenol OH was confirmed for low-molecular-weight reactions. The second step was the coating of MWCNTs from a dispersion in a solvent. This simple process resulted in a substantial amount of MWCNTs strongly bonded to CF, even after washing. The MWCNTs grafted onto CFs remained even after melt-mixing. The effect on the interface, i.e., physical anchoring, led to an improvement of the mechanical properties. The novelty of the present study is that Pipozo acted as a molecular bonding layer between CFs and MWCNTs as a physical anchoring structure formed by a simple process, and the interface caused a 20% improvement in the tensile strength and modulus. This concept of a composite having a physical anchoring structure of MWCNTs on CFs has potential applications for lightweight thermoplastics, such as in the automotive industry.