Varying amounts of exfoliated graphene oxide (GO) are systematically incorporated into nanoscale polyacrylonitrile (PAN) fibers via an electrospinning method. Subsequent treatment of the PAN–GO composite nanofibers under a moderate temperature and high pressure leads to the formation of membrane sheets with enhanced mechanical properties. scanning electron microscope, Fourier transform infrared spectroscopy, and contact angle measurements confirm the successful incorporation of the GO into the PAN nanofiber membranes whose diameter, porosity, and pore size are notably influenced by the amount of the GO content. These composite membranes also exhibit a gradual reduction in the water contact angle as a function of the hydrophilic GO content, resulting in a beneficial property for water purification. In addition, the proper integration of GO into the PAN nanofibers improves the protein rejection rate and water flux during the filtration process, which indicates the possibility of utilizing these types of composite membranes in water treatment systems. © 2017 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 45858.