Π-conjugate perylene diimide (PDI)/graphene (GN)/PDI interphase was designed and constructed on pitch-based carbon fiber (PCF) surface by multi-layer assembly, and the interfacial and thermal conductive performances of PCF/Epoxy (EP) composites with PDI, PDI/GN and PDI/GN/PDI interphase were investigated. Flat nanoscale structures with fragmented and wrinkled GN, PDI nanowires were respectively observed on PCF-GN, PCF-PDI/GN and PCF-PDI surface, while three-dimensional oblique cicada-wing nanostructure of three-layer interphase was constructed on PCF-PDI/GN/PDI surface due to the re-assembly of PDI under confinement constraint of GN substrate. Interlayer shear strength and transverse fiber bundle tensile strength of PCF-PDI/GN/PDI/EP composite were 28.4 %, 9.36 %, 12.0 % and 246 %, 85.8 %, 116 % higher than those of PCF-GN/EP, PCF-PDI/GN/EP and PCF-PDI/EP composites, which were attributed to the improvement of interface adhesion and the effectively buffer stress transfer between carbon fiber and resin matrix by introducing three-layer PDI/GN/PDI interphase. Additionally, PCF-PDI/GN/PDI/EP composites showed the highest heat conduction and thermal conductivity, ascribing to the construction of extra conductive paths and the weakening of phonons scattering from three-dimensional (3D) structure of PDI/GN/PDI interphase, which realized the formation of structure-function integration interphase of pitch-based carbon fiber composites.