In this study, AlN-covered Wf reinforced Fe activated sintered W-AlN matrix composites were fabricated. The fiber/matrix interface in the composites was modified through the AlN interlayer formed by the effective sintering of the AlN powders covered on the Wf surface. AlN powder with average particle size of 500 nm as well as mixtures of 500 nm AlN powder and 30 nm AlN powder were used for the preparation of AlN-covered Wf. The mixed AlN powder with coarse (500 nm) and fine (30 nm) particle sizes was found conducive to the sintering densification of the AlN interlayer, which was beneficial for the strengthening and toughening. The optimal volume ratios of the two particle sizes of AlN powders used to cover the Wf were 8:2 and 9:1 for the enhancement of the flexural strength and fracture toughness, respectively. The prediction results of the artificial neural network indicate that the mechanical properties of the composites were also closely related to the thickness of the AlN powder covered layer on the Wf surface as well as the particle size and mass fraction of AlN particles in the matrix. By covering a 3.5 μm thick AlN powder layer on the Wf surface, the composites with 2 % mass fraction of 10 μm AlN particles in the matrix could obtain the highest flexural strength. Through covering a 10 μm thick AlN powder layer on the Wf surface, the composites with 2 % mass fraction of 500 nm AlN particles in the matrix could achieve the highest fracture toughness. Compared with the W(Fe) material, the optimal flexural strength and fracture toughness of the composites were increased by 64.92 % and 216.34 %, respectively, indicating the significant strengthening and toughening effect of the AlN-covered Wf and the AlN particles on the composites.