Macro-defect-free (MDF) cements are cement-polymer mixtures characterised by high tensile and flexural strengths. The use of fibres in the MDF cementitious matrices can further improve their mechanical properties. This paper covers a study of the adhesion between steel, polyethylene (PE) and polyvinylalcohol (PVA) fibres and calcium aluminate cement (HAC) MDF pastes. Properly processed, single fibre MDF samples were subjected to pull-out tests in order to estimate the interfacial shear stress between the fibre and the matrix. The analysis of the resulting pull-out curves for the three fibre-cement matrix pairs has also been performed, yielding interface strength values for fibre-cement interface. Among the polyethylene, polyvinylalcohol and steel fibres used for this study, the first ones turned out to be most promising to improve toughness and impact performance of CAC-MDF matrices.