The interfacial interactions of carbon fiber (CF)‐reinforced polymer composites is a key factor affecting the overall performance of the material. In this work, we prepared a sulfonated poly(ether sulfone)–graphene oxide mixed sizing agent to modify the interface of CF/PEEK composites and improve the interfacial properties between the PEEK matrix and CF. Results showed that the mechanical and interfacial properties of CF/PEEK composites are improved by the sizing agent. Specifically, the flexural strength, flexural modulus and interlaminar shear strength of the materials reached 847.29 MPa, 63.77 GPa, and 73.17 MPa, respectively. Scanning electron microscopy confirmed markedly improved adhesion between the resin matrix and fibers. This work provides a simple and effective method for the preparation of high‐performance CF/PEEK composites, which can improve the performance of composites without degrading the mechanical property of pristine CF.