The appeal of combining polybenzimidazole (PBI) and graphene oxide (GO) for the manufacturing of membranes is increasingly growing, due to their versatility. Nevertheless, GO has always been used only as a filler in the PBI matrix. In such context, this work proposes the design of a simple, safe, and reproducible procedure to prepare self-assembling GO/PBI composite membranes characterized by GO-to-PBI (X:Y) mass ratios of 1:3, 1:2, 1:1, 2:1, and 3:1. SEM and XRD suggested a homogenous reciprocal dispersion of GO and PBI, which established an alternated stacked structure by mutual π-π interactions among the benzimidazole rings of PBI and the aromatic domains of GO. TGA indicated a remarkable thermal stability of the composites. From mechanical tests, improved tensile strengths but worsened maximum strains were observed with respect to pure PBI. The preliminary evaluation of the suitability of the GO/PBI X:Y composites as proton exchange membranes was executed via IEC determination and EIS. GO/PBI 2:1 (IEC: 0.42 meq g−1; proton conductivity at 100 °C: 0.0464 S cm−1) and GO/PBI 3:1 (IEC: 0.80 meq g−1; proton conductivity at 100 °C: 0.0451 S cm−1) provided equivalent or superior performances with respect to similar PBI-based state-of-the-art materials.