In this study, we investigated the use of short sisal fibre with and without polyethylene-graft-maleic anhydride (PE-g-MA) as a strategy to reinforce cork–polymer composite (CPC) materials. The use of alkali treatment of sisal to improve fibre–matrix adhesion was evaluated. High density polyethylene (HDPE) was used as matrix and the composites were produced in a two-step process using twin-screw extruder followed by compression moulding. FTIR, TGA and XRD were used to confirm the sisal fibre modification. Additionally, morphology, density, diameter and tensile properties of the fibres were evaluated before processing. The hybrid composites containing cork powder (40 wt.%) and randomly distributed sisal fibres were evaluated in terms of morphology and mechanical properties. The use of a 10 wt.% sisal fibre in the presence of a 2 wt.% coupling agent based on maleic anhydride, has shown to improve the tensile and flexural properties of the composites. The higher mechanical properties were achieved by using alkali treated sisal fibres and PE-g-MA. In the presence of the coupling agent the composite morphology revealed good interfacial adhesion between the natural components and the polypropylene matrix, being in accordance with the mechanical results. Weibull cumulative distribution was successfully used to accurately predict the tensile strength failure of the hybrid CPC materials.