Polymer/graphene nanocomposites have attracted significant attention from the research community over the past two decades. In this work, nanocomposites of polystyrene-co-acrylonitrile (SAN) and graphene oxide (GO) were prepared using a solution blending method with tetrahydrofuran as the solvent. The GO loadings used were 0.1, 0.25, 0.5, and 1.0 wt.%. Fourier transform infrared spectroscopy, X-ray diffraction, and scanning electron microscopy were employed to characterize the structure and morphology of SAN/GO nanocomposites. Thermal analysis showed increases in the glass transition (Tg) and peak thermal degradation (Tdpeak) temperatures of SAN by the additions of GO, with Tg increasing by 3.6 °C and Tdpeak by 19 °C for 1.0 wt.% GO loading. Dynamic mechanical analysis revealed that the storage modulus of SAN was also enhanced with the incorporations of GO by up to 62% for 1.0 wt.% loading. These property enhancements may be attributed to a good dispersion of GO in the polymer matrix and their interfacial interactions.