TGA investigations on the thermal degradation of isotactic polypropylene–vapor grown carbon nanofibers composites in nitrogen are reported. The mass evolution as a function of temperature is a single sigmoid for both polypropylene and polypropylene loaded with carbon nanofibers. The inflection temperature of these sigmoids increases as the concentration of carbon nanofibers is increased. The width of the degradation process narrows as the concentration of carbon nanofibers is increased due to a better homogenization of the local temperature provided by the high thermal conductivity of carbon nanofibers. Thermogravimetric analysis data indicate the formation of polymer–carbon nanofiber interface. Based on TGA data, a two-layer structure is proposed for carbon nanofibers–polypropylene interface. The external layer is soft and has a thickness of about 102 nm that confines most polymer molecules in interaction with nanofibers. The core layer is rigid and has a thickness of the order of few nanometers.