Conductive polymer composites (CPCs) have generated significant academic and industrial interest due to the wide applications in anti‐static materials, electromagnetic interface, sensor, and conductors. Nonetheless, the CPCs fabricated by conventional melt‐mixing applied to the scalable production generally have a very high percolation threshold, which always suffer from the various draw backs such as, high melt viscosities, low economic affordability, inferior mechanical properties, and solution compounding by reducing the viscosity improves the uniformity of nano‐particles. This work aims at building a segregated structure in polyethylene to enhance mechanical properties and electrical conductivity, by taking advantage of the solution compounding and melt‐blending methods. Based on the segregated structure, the composites showed the enhanced mechanical properties, thermal stabilities and antistatic properties with a low percolation threshold. In addition, the composite mechanism between graphene oxide and polyethylene and the structure‐performance relationship of the CPCs were elucidated and explored by SEM, TEM, and FTIR.