The interphase plays a key role in the strength and toughness of ceramic matrix composites (CMCs). The interfacial zone mechanical properties of CMCs could be accurately obtained through micro-zone mechanical testing methods. With the advance of in situ transmission electron microscopy characterization technologies, the microstructure evolution of interfacial zone after nano/micro testing can be evaluated, which can facilitate a deeper understanding on the balance of the three functions of interphase. In this chapter, the effect of interfacial zone mechanical behavior on the properties of CMCs is analyzed. Firstly, the influencing factors of the interfacial zone mechanical properties and the measurement methods for the interfacial shear strength are reviewed. Subsequently, the micro-zone mechanical behavior of PyC and BN interphases in different SiC-based CMCs was revealed based on the push-in tests, and it was found that the interfacial failure mode of PyC interphase is crystal plane slippage while that of BN interphase is interphase fracture. Finally, the discrete characteristics of the interfacial shear strength were mentioned in consideration of the stress distribution in the fiber bundles, and then the influence mechanism of interfacial micro-zone properties on the macro-mechanical properties was revealed. The higher intra-bundle microstructure uniformity is beneficial to reduce the discrete degree of micro-zone mechanical properties and improve the mechanical properties.