The 2D ferromagnets, such as CrX3 (X=Cl, Br and I), have been attracting extensive attentions since they provide novel platforms to fundamental physics and device applications. Integrating CrX3 with other electrodes and substrates is an essential step to their device realization. Therefore, it is important to understand the interfacial properties between CrX3 and other 2D materials. As an illustrative example, we have investigated the heterostructures between CrX3 and graphene (CrX3/Gr) from firstprinciples. We find unique Schottky contacts type with strongly spin-dependent barriers in CrX3/Gr. This can be understood by synergistic effects between the exchange splitting of semiconductor band of CrX3 and interlayer charge transfer. The spinasymmetry of Schottky barriers may result in different tunneling rates of spin-up and down electrons, and then lead to spin-polarized current, namely spin-filter (SF) effect. Moreover, by introducing X vacancy into CrX3/Gr, an Ohmic contact forms in spin-up direction. It may enhance the transport of spin-up electrons, and improve SF effect. Our systematic study reveals the unique interfacial properties of CrX3/Gr, and provides a theoretical view to the understanding and designing of spintronics device based on magnetic vdW heterostructures.