The multi-scale reinforcement and interfacial strengthening on carbon fiber (CF)-reinforced methylphenylsilicone resin (MPSR) composites by adding silica-coated multi-walled carbon nanotubes (SiO2-CNTs) were investigated. SiO2-CNT has been successfully prepared via the hydrolysis of tetraethoxysilane in the presence of acid-oxidized multi-walled carbon nanotubes. Transmission electron microscopy, X-ray diffraction, and Fourier Transform infrared spectroscopy were carried out to examine the functional groups and structures of CNTs. Then, SiO2-CNT was incorporated into MPSR matrix to prepare CF/MPSR-based composites by the compression molding method. The effects of the introduced SiO2-CNT on the interfacial, impact, and heat-resistant properties of CF/MPSR composites were evaluated by short-beam bend method, impact test, and thermal oxygen aging experiments, respectively. Experimental results revealed that the CF/MPSR composites reinforced with 0.5 wt% SiO2-CNT showed a significant increase 34.53% in the interlaminar shear strength (ILSS) and 20.10% in impact properties. Moreover, the heat-resistant properties of composites were enhanced significantly by adding SiO2-CNT hybrid nanoparticles. These enhancements are mainly attributed to the improved matrix performance resulted from the molecular-level dispersion of SiO2-CNT in MPSR matrix and the strong interfacial adhesion between SiO2-CNT and matrix resin, which are beneficial to improve the mechanical stress transfer from MPSR matrix to CFs reinforcement and alleviate stress concentrations.