The development of new carbon nanofibers (CNFs)-ceramic nanocomposite materials with excellent mechanical, thermal, and electrical properties is interesting for a wide range of industrial applications. Among the ceramic materials, zirconia stands out for their excellent mechanical properties. The main limitations in the preparation of this kind of nanocomposites are related with the difficulty in obtaining materials with homogeneous distribution of both phases and the dissimilar properties of CNFs and ZrO2 which causes poor interaction between them. CNFs-reinforced zirconia nanocomposites ZrO2/xCNFs (x = 1-20 vol%) were prepared by powder mixture and sintered by spark plasma sintering (SPS). ZrO2-reinforced CNFs nanocomposites CNFs/xZrO(2) (x = 20 vol%) were prepared by powder mixture and a surface coating of CNFs by the wet chemical route with zirconia precursor is proposed as a very effective way to improve the interaction between CNFs and ZrO2. After SPS sintering, an improvement of 50% in fracture strength was found for similar nanocomposite compositions when the surface coating was used. The improved mechanical properties of these nanocomposites are caused by stronger interaction between the CNFs and ZrO2.