Natural fiber henequen/unsaturated polyester (UPE) composites were fabricated by means of a compression molding technique using chopped henequen fibers treated at various electron beam (EB) dosages. The interfacial shear strength (IFSS), dynamic mechanical properties, and thermal expansion behavior were investigated through a single fiber microbonding test, fractographic observation, dynamic mechanical analysis, and thermomechanical analysis, respectively. The results indicated that the interfacial and dynamic mechanical properties significantly depended on the level of the EB treatment irradiated onto the henequen fiber surfaces. The effect of EB treatment on the IFSS, storage modulus and fracture surface of the henequen/UPE composites agreed with each other. The results of this study also suggested that the modification of henequen fiber surfaces at 10 kGy EB is the most effective for improving the interfacial properties of the henequen/UPE composites.