This study proposed a novel interface enhancement and synergistic lubrication strategy to improve the mechanical and tribological properties of carbon fiber epoxy composites (CFRPs) and expanded their application in wear-resistant and transmission components. Three-dimensional (3D) CF/PDA/GO/PW reinforced structures were constructed by modifying the surface of carbon fiber (CF) with polydopamine (PDA) and grappling graphene oxide (GO) as “tenon”. At the same time, the epoxy resin (EP) matrix serves as “mortise,” resulting in an EP/CF/PDA/GO/PW composite material with a biomimetic tenon slot structure. This structure significantly improved the interface bonding strength and mechanical properties across the thickness of the composite material. In addition, phase-change lubricant paraffin wax (PW) was incorporated into the reinforcement to improve tribological performance. The experimental results showed that the interfacial shear strength of the modified CF was significantly improved by 19.26% compared with the pure CF. The tensile strength and tensile modulus of the composite materials were increased by 29.81% and 14.77% compared to pure EP material when the mass ratio of GO to PW was 1:3, respectively, owing to the robust mortise-tenon connection structure. Also, it showed outstanding tribological properties, which reduced the coefficient of friction (COF) and wear rate by 87.95% and 20.93%, respectively, compared to pure EP. The results of the experiments consistent with molecular dynamics (MD) simulations indicated that the synergistic lubrication effect between CF, GO, and PW was the key mechanism contributing to the significant improvement in the tribological properties of the composite materials.