Several naturally occurring biological systems, such as bones, nacre or wood, display hierarchical architectures with a central role of the nanostructuration that allows reaching amazing properties such as high strength and toughness. Developing such architectures in man-made materials is highly challenging, and recent research relies on this concept of hierarchical structures to design high-performance composite materials. This review deals more specifically with the development of hierarchical fibres by the deposition of nano-objects at their surface to tailor the fibre/matrix interphase in (bio)composites. Fully synthetic hierarchical fibre reinforced composites are described, and the potential of hierarchical fibres is discussed for the development of sustainable biocomposite materials with enhanced structural performance. Based on various surface, microstructural and mechanical characterizations, this review highlights that nano-objects coated on natural fibres (carbon nanotubes, ZnO nanowires, nanocelluloses) can improve the load transfer and interfacial adhesion between the matrix and the fibres, and the resulting mechanical performances of biocomposites. Indeed, the surface topography of the fibres is modified with higher roughness and specific surface area, implying increased mechanical interlocking with the matrix. As a result, the interfacial shear strength (IFSS) between fibres and polymer matrices is enhanced, and failure mechanisms can be modified with a crack propagation occurring through a zig-zag path along interphases.