A comprehensive experimental investigation on thermomechanical properties and micro-machinability of carbon nanofibre reinforced epoxy nanocomposites (EP/CNF) is presented in this study. The machinability indicators including cutting force and surface roughness have been investigated. Tensile properties, morphology of tensile fracture surfaces, glass transition temperature, machined chip morphology, and machined surface morphology were also characterised. To investigate the effect of both workpiece material properties and operating conditions on the machinability of EP/CNF, three controlled quantitative factors were selected at different levels, namely CNF loading, cutting speed and feed per tooth (FPT). Micromilling experiments were performed on an ultra-precision desktop micro-machine tool using titanium‑carbon-nitride (TiCN) coated micro-end mills. Among all compositions with CNF concentration ranging from 0.3 to 1 wt%, EP/1 wt% CNF exhibited the best machinability among other nanocomposites with its lowest cutting force of approximately 0.5 N and surface roughness of 0.18 μm. Size effect appeared at FPT below minimum uncut chip thickness (MUCT) indicated by the strong deterioration of surface quality owing to the dominant ploughing effect.