Ultra high molecular weight polyethylene (UHMWPE) fiber has advanced mechanical properties and excellent physical properties that include high effectiveness for cosmic radiation shielding, which is valuable for outer space missions. Unfortunately, poor interface in UHMWPE fiber—polymer composites hinders the structural integrity and safety, and restricts its effectiveness for the radiation shielding. In this study, we focus on the improvement of the adhesion property between the UHMWPE fiber and resin matrix by developing a nano-epoxy matrix through making a modification on the matrix with reactive graphitic nanofibers (r-GNFs). The interfacial adhesion between UHMWPE fiber and the nano-epoxy matrix with low concentrations of r-GNFs (0.15, 0.30, and 0.50 wt% ) is characterized by analyzing load—displacement curves from microbond tests. Study results show that crack initiation force, debonding force, debonding energy, and friction energy from the microbond tests increase considerably, due to the effective improvement of interfacial adhesion property by the nano-epoxy matrix. One-dimensional shear-lag analysis is applied for theoretical calculations. Calculated results on ultimate adhesive strength and external stress show agreement with the experimental results. Study results reveal that the nano-matrix with 0.30 wt% of r-GNFs is the most effective to improve adhesion properties between UHMWPE fiber and the epoxy.