The effect of multi-walled carbon nanotubes (MWCNT) coating in the presence of polyethyleneimine (PEI) of different molecular weights (MW) on the interfacial shear strength (IFSS) of carbon fiber/acrylonitrile–butadiene–styrene (ABS) and carbon fiber/epoxy composites was investigated. The IFSS between the carbon fiber and the polymer was evaluated by means of single fiber microbonding test. The results indicated that uses of the carbon fibers uncoated and coated with pristine, low MW PEI-treated, and high MW PEI-treated MWCNT significantly influenced the IFSS of both thermoplastic and thermosetting carbon fiber composites as well as the carbon fiber surface topography. The incorporation of low MW (about 1300) PEI into the carboxylated MWCNT was more effective not only to uniformly coat the carbon fiber with the MWCNT but also to improve the interfacial bonding strength between the carbon fiber and the polymer than that of high MW (about 25,000) PEI. In addition, carbon fiber/epoxy composite exhibited the IFSS much higher than carbon fiber/ABS composite due to the chemical interactions between the epoxy resin and amine groups existing in the PEI-treated MWCNT.