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Interaction between different two dimensional materials can give rise to many exotic physical phenomena which are rarely observed in intrinsic materials. Recently, several theoretical and experimental works have revealed that magnetic proximity effect between pristine graphene and magnetic substrates can lead to the emergence of quantum anomalous Hall states and quantum spin Hall states. However, interplay between correlated states in graphene-based systems and magnetic materials has seldom been studied. Here we perform the transport measurement at ultrahigh magnetic field of twisted double bilayer graphene (TDBG) on CrOCl (COC) substrate, which is an antiferromagnetic material. Instead of a magnetic-exchange effect on graphene, we observe an enhanced correlated insulating state at half-filling factor of TDBG as a result of the charge-transfer process between TDBG and COC. The temperature and magnetic field dependence of this enhanced state are further studied. Our results demonstrate the influence of charge-related effect at the interface, and shed a light on a new route for manipulating the correlated states in graphene-based moiré systems using interfacial engineering.