The interfacial structure of carbon fiber/polyetheretherketone (CF/PEEK) composites has been studied with Raman and X-ray photoelectron spectroscopy. Analysis of the fibers isolated from the composites proved that the polymer segments tended to form strong interactions with the fiber on the surface. Study of the fiber with a thin layer of PEEK coating further revealed that melting of the polymer plays an important role in forming the strong interfacial interaction. In connection with the above experimental results obtained from model systems with extremely low polymer content, the physical nature of the interfacial interaction is known through Raman spectroscopic observation of actual composites. Electronic matching between graphite crystallites of carbon fiber and the segments in special conformation is proved to be among the most important features of the intercalation-type interaction.