Provided are a multi-functional hybrid fiber, a composite material with the same, and a method of manufacturing the same. The multi-functional hybrid fiber includes a carbon fiber having a bundle of a plurality of continuous fibers, the continuous fiber having an external diameter of 5 μm to 10 μm, a nano particle attached to an outer surface of the carbon fiber by an electrophoretic deposition method, and a metal attached to the outer surface of the carbon fiber by an electroplating method. The nano particle and metal are mixed and attached to the outer surface of the carbon fiber by the simultaneous electrophoretic deposition and electroplating methods.