A cost-effective cathode is vital for electrochemical production of hydrogen peroxide and its application for organic pollutants degradation by electro-Fenton (EF). Graphite felt is one of the most extensively used cathodes for EF account for its good stability, conductivity, and commercial availability; however, its performance for hydrogen peroxide yield was not so satisfactory, and thus many cathode modification methods were investigated to improve the EF performance. This work systematically summarized our studies on the modification of graphite felt to improve EF performance, including chemical and electrochemical modification. Also, composite graphite felts with carbon black or graphene were reported. The preparation and characterizations of the cathode as well as their application for organic pollutants degradation by EF were described. Further, transition metal doping on the composite graphite felts to fulfill in situ heterogeneous EF was also attempted to overcome some drawbacks of homogeneous EF. Finally, an outlook for cathode modification was proposed. All these progresses would contribute to the application of EF using graphite felt cathode.