Owing to their excellent physical and chemical properties, the carbon fibre reinforced poly(ether‐ether‐ketone) composites (CF/PEEK) are widely used in aerospace applications such as rockets, missiles, and high‐speed vehicles. However, both carbon fibre (CF) and poly(ether‐ether‐ketone) (PEEK) have inert molecular chain structures, which seriously affect the interfacial properties of CF/PEEK composites. In this study, to improve the properties of CF/PEEK composites, carboxylated PEEK (PEEK‐COOH) with different carboxylation degrees is synthesized as the sizing agent by a "two‐step" method. Then, the activated CF surface is coated by PEEK‐COOH sizing layers with different functionalization degrees to prepare the CF/PEEK composites. The results show that the interfacial properties of CF/PEEK composites are improved after applying the sizing agent. When the carboxylation degree of PEEK‐COOH is 19.61%, the flexural strength, flexural modulus, and interlaminar shear strength (ILSS) of CF/PEEK composites reach 489.34 MPa, 25.387 GPa, and 81.3 MPa, respectively. In addition, the use of PEEK‐COOH sizing agents can form an excellent transition layer between CF and PEEK, creating an efficient stress transfer system and facilitating an even stress distribution between CF and PEEK. Furthermore, the main mechanism of material fracture changes from CF debonding to CF and resin fracture. [ABSTRACT FROM AUTHOR]