In this paper, a graphene‐oxide/carboxymethyl‐chitosan/polyvinyl‐alcohol (GO/CMC/PVA) composite nanofiber membrane was prepared by electrospinning and cross‐linking with glutaraldehyde (GA) to improve the water resistance. The composite nanofiber membrane can be used in the field of heavy metal adsorption. The membrane was characterized by scanning electron microscopy, Fourier transform infrared spectroscopy, and X‐ray diffraction. The effects of GO concentration, adsorption time, and initial concentration of heavy‐metal ion (Ni2+, Cu2+, Ag+, and Pb2+) solution on the adsorption performance of the fiber membranes were investigated. The results showed that the addition of GO can reduce the diameter of nanofibers. GO, CMC, and PVA exhibited good compatibility, and the intermolecular hydrogen bonding improved. The addition of GO also improved the crystalline properties of the composite fiber membrane. In the optimal cross‐linking condition, GA was saturated by steam cross‐linking for 6 h. The introduction of GO improved the adsorption capacity of the membrane for heavy metals in water. The utmost adsorption capacities for Ni2+, Cu2+, Ag+, and Pb2+ were 262.1, 237.9, 319.3, and 413.6 mg/g when using the cross‐linked composite fiber membranes, respectively. The results of adsorption kinetics and thermodynamics showed that the adsorption process accorded with the pseudo‐second‐order kinetic model and Langmuir–Freundlich isotherm model.