It is generally expected that the interface coupling leads to the suppression of thermal transport through coupled nanostructures due to the additional interface phonon-phonon scattering. However, recent experiments demonstrated that the interface van der Waals interactions can significantly enhance the thermal transfer of bonding boron nanoribbons compared to a single freestanding nanoribbon. To obtain a more in-depth understanding on the important role of the nonlinear interface coupling in the heat transports, in the present paper, we explore the effect of nonlinearity in the interface interaction on the phonon transport by studying the coupled one-dimensional (1D) Frenkel-Kontorova lattices. It is found that the thermal conductivity increases with increasing interface nonlinear intensity for weak inter-chain nonlinearity. By developing the effective phonon theory of coupled systems, we calculate the dependence of heat conductivity on interfacial nonlinearity in weak inter-chain couplings regime which is qualitatively in good agreement with the result obtained from molecular dynamics simulations. Moreover, we demonstrate that, with increasing interface nonlinear intensity, the system dimensionless nonlinearity strength is reduced, which in turn gives rise to the enhancement of thermal conductivity. Our results pave the way for manipulating the energy transport through coupled nanostructures for future emerging applications.