A core-shell structured ZrO2@GO hybrid was fabricated and incorporated onto carbon fiber via dip-coating for the first time for effectively enhancing the interfacial adhesion of epoxy composites. ZrO2@GO functionalized fiber composite exhibits the optimal interfacial shear strength, with 47.5%, 21.8% and 16.8% augmentations over that of untreated fiber, only epoxy sizing coated fiber and silane coupling agent-encapsulated ZrO2 decorated fiber composites, suggesting that GO could serve as a new coupling agent for enhancing the affinity of inorganic nanoparticles with resin component instead of the traditional silane coupling agent. The reinforcing mechanisms are ascribed to the improved resin wettability, abundant functional groups offered by GO for increasing multiple interactions with epoxy resin and the formation of a mobile network absorbing energy. It is believed that the core-shell ZrO2@GO structure, with inner rigid particles and outer flexible coupling agent, can fully utilize the synergistic enhancement effect of different components and provide new insights into designing nano-structured interphase for the improvement in interfacial adhesion of fiber-polymer composites.