PEEK appears as an excellent candidate to substitute epoxy resins in carbon fibre laminates for high-performance aeronautical applications. The optimization of the properties and, in particular, of the transition region between the fibres and the matrix appear as a major issue prior to serial production. Graphene, modified with two compatibilizers, has been incorporated in the polymer layer with the purpose of imparting additional functionalities and enhancing the matrix-fibre interaction. It is found that both carbon fibres and modified graphene significantly influence the crystallization behaviour and smaller, and/or more imperfect crystals appear while the degree of crystallinity decreases. Despite this, nanoindentation studies show that the PEEK layer exhibits significant modulus improvements (≈30%) for 5 wt.% of graphene. Most importantly, the study of the local mechanical properties by nanoindentation mapping allows the identification of remarkably high modulus values close to the carbon fibre front. Such a relevant mechanical enhancement can be associated with the accumulation of graphene platelets at the polymer–fibre boundary, as revealed by electron microscopy studies. The results offer a feasible route for interlaminar mechanical improvement based on the higher density of graphene platelets at the fibre front that should promote interfacial interactions. Concerning electrical conductivity, a large anisotropy was found for all laminates, and values in the range ~10−4 S/cm were found for the through-thickness arrangement as a consequence of the good consolidation of the laminates.