Composite polymer electrolytes (CPEs) have great commercialization potential because they can take advantage of the properties of inorganic and polymer electrolytes, which enable them to realize relatively high ionic conductivity, better electrode contacts, and superior mechanical strength. Nevertheless, the interface between the CPE and the electrode material remains a key challenge that obstructs the further practical development of polymer solid-state lithium batteries (PSSBs). This is because the continuous side reactions between the electrode materials and the CPE can result in unstable interfaces during cycling, thus affecting the electrochemical performance of the battery. Here, in this review, recent advances in various interfacial constructions are reviewed, including the modification of electrode materials and optimization of CPEs. Furthermore, we specifically focus on the underlying mechanisms of the interfacial contact, ionic migration, and electrochemical reactions between the electrodes and the CPE. It is hoped that this review can stimulate greater progress towards an in-depth understanding of this interfacial issue for CPEs, which could provide specific solutions for improving the electrochemical performances of PSSBs.