Ultra-high molecular weight polyethylene (UHMWPE)/epoxy composites with excellent adhesive properties were prepared by forming an interface membrane on the UHMWPE fiber surface. The interface membrane of the UHMWPE fiber and epoxy resin was polymerized by an aldol condensation between polyvinyl alcohol (PVA) and glutaraldehyde. Different surface treatment methods of UHMWPE fibers were optimized and the two-step PVA-glutaraldehyde condensation (Corona-PG-2S) method is the best. The interfacial adhesion between UHMWPE fiber and epoxy resin was enhanced, and the adhesive properties of the composite were improved. X-ray photoelectron spectroscopy (XPS) and energy dispersive spectrum (EDS) results of the fiber treated by Corona-PG-2S shows that the surface oxygen content was up to 25.0 wt %, with an increase of 17.3 wt % compared with the surface oxygen content of unmodified UHMWPE fiber, which indicated that the surface polarity was greatly enhanced. The adhesive properties were improved by improving the polarity of the surface. The peel strength, ultimate cohesive force, tensile strength and flexural strength of the composite treated by Corona-PG-2S were greatly increased to 262.8%, 166.9%, 139.7%, 200.6% compared with those of unmodified samples. The composite prepared by Corona-PG-2S had excellent adhesive properties, demonstrating that the Corona-PG-2S method plays a major role in significantly improving the composite adhesive properties.