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A composite material consisting of carbon nanofibers (CNFs) grown on sintered metal fiber filters was modified by H2O2 or plasma-generated O3. Coupling temperature programmed desorption (TPD) and X-ray photoelectron spectroscopy (XPS) techniques in the same UHV apparatus allowed the direct correlation of the nature of the created O-functional groups and their evolution as CO and CO2 upon heating. The two oxidative treatments yielded different distributions of O-containing groups. The relative contribution of oxidized carbon was very low in the C1s region, hence the functional groups were more robustly analyzed through the O1s region. The comparison of the released oxygen by integration of the TPD CO, CO2 and H2O spectra with the intensity loss of the XPS O1s spectra showed good agreement. In order to fit the data adequately, the set of O1s spectra was deconvoluted in at least four peaks for the differently activated samples. Finally, it was shown that functional groups formed by H2O2-treatment (mostly non-phenolic OH groups) are more thermally stable than those formed by O3-treatment. The latter treatment increases the concentration of carboxylic functionalities, which decompose at temperatures < 800 K; O3-activated CNFs should therefore show a more pronounced acidic behavior.