To improve the interfacial properties in carbon fiber (CF)-reinforced unsaturated polyester (UP) composites, we directly introduced functionalized carbon nanotubes dispersed in the fiber sizing onto the fiber surface. For comparing the influence of polymer type on sizing effect, two different polymers (UP MR13006 and water-soluble epoxy (EP)) were used to prepare sizing agent. Morphology and surface energy of CFs were examined by scanning electron microscopy and dynamic contact angle analysis test. Tensile strength was investigated in accordance with ASTM standards. Mechanical properties of the composites were investigated by interlaminar shear strength (ILSS) and impact toughness. Test results indicate that TS, ILSS, and impact toughness were enhanced simultaneously. For UP matrix, the sizing agent containing UP has better reinforcing and toughening effect than the sizing agent containing water-soluble EP.