The invention provides a composite material with an interface enhanced and application thereof. The composite material comprises a substrate and a thin film layer; the surface of the substrate is provided with micro-nano-scale sunken structures, and the surface, which is provided with the sunken structures, of the substrate is attached to the thin film layer. According to the composite material, the micro-nano-scale sunken structures are machined on the substrate, so that the total contact area between the thin film layer and the substrate is increased, the bonding strength between the thin film layer and the substrate is improved, so that the ability of the composite material to resist generation of cracks during bending is stronger; and through the interface structure that the thin filmlayer and the substrate are mutually crossed, the abrasion resistance of the material is improved, moreover, the residual stress in the material can be reduced or even eliminated, and the service period of the material can be prolonged. The composite material can be used for the fields such as substrates of blue-light LED devices, flexible circuit boards, OLED or QLED packaging, windshield glass,airframes or automobile bodies.