Vegetal fibers are used in polymer composites to improve mechanical properties, substituting inorganic reinforcing agents produced by non renewable resources, like fiberglass. The highest performance formulation in high density polyethylene, HDPE, composites reinforced with curauá fibers were studied, aiming to improve the interphase interaction and optimize the mechanical properties. The fiber content, the type and the concentration of coupling agent were tested. The composites and the pure materials were characterized by Fourier transform infrared spectroscopy and the fiber/matrix phase adhesion was evaluated by scanning electron microscopy. The mechanical properties and the micrographs showed that the best formulation is: 20 wt.% of milled curauá fibers and 2 wt.% poly(ethylene-g-maleic anhydride). The coupled composites are also less hygroscopic than the uncoupled composites. We conclude that the composites reinforced with curauá fibers have mechanical properties comparable to commercially produced composites of HDPE reinforced with fiberglass.