Shape memory polyurethane (SMPU)/Vapor grown carbon nanofibers (VGCNF) composites with different surface functionalized method were prepared via sol-gel process. The structure and properties of the composites were investigated by scanning electron microscopy (SEM), universal testing machine, and dynamic mechanical analysis (DMA). The results show that the dispersion of VGCNF with surface modification in matrix is better than that of pristine. The mechanical properties of the composites with VGCNF modified by concentrated nitric acid deteriorated substantially. However, both the tensile strength and elongation at break of the composites combined surface modification of silane coupling agent and sol-gel method increased obviously. The substantially improved mechanical properties are mainly attributed to the cross-link between coupling agent and the network structure of SiO2 produced during the sol-gel process. The DMA analysis suggests that the surface treatment of the VGCNF exhibit obviously effect on the dynamic mechanical properties of the composites.