Carbon nanotube (CNT) polymer composites have broad application prospects in thermal management as electrothermal heaters. Nevertheless, challenge remains in achieving high electrical conductivity for the composites due to the contradiction between CNTs and insulated polymers. To address this issue, herein, innovative use of interface strategy approach by constructing synergistic nanomaterial networks on carboxyl CNTs yarn winding composites for improving the interfacial adhesion and electrical performance. In the work, carboxyl CNTs yarn/CNTs‐graphene oxide (GO) polyvinyl alcohol (PVA) composites (C‐CY‐HP‐C) were proposed and manufactured via filament winding process. The as‐constructed C‐CY‐HP‐C demonstrated a remarkable interfacial shear strength of 2057.16 N mm−1, which was 53.59% higher than that of control CNTs yarn/PVA winding composites. In addition, the C‐CY‐HP‐C achieved an attractive electrical conductivity of 346.39 S cm−1 owing to the electronic transmission channels were formed. Notably, the superior electrical conductivity facilitated a rapid‐response of electrothermal performance for the C‐CY‐HP‐C. It reached a steady‐state temperature of 229.9°C within 10 s when the voltage was 1.2 V. Concurrently, it exhibited an impressive heating rate of 10.8°C min−1 at an ambient temperature of −20°C as the battery surface heater. These findings shed light on the development of technique for battery preheating system based on CNTs yarn/polymer composites.