The amphiphilic biomass sodium alginate (ASA) and amphiphilic graphene oxide (AGO) were prepared and used to fabricate the ASA−AGO biomembranes for direct methanol fuel cell (DMFC) applications. The membranes had the characteristics of environmental friendliness, biodegradability, easy preparation, low price, and enhanced interfacial compatibility. In addition, the experimental results showed that ASA−AGO biomembranes possess attractive properties. As the content of AGO increased, the thermal and dimensional stability, mechanical properties, methanol resistance, and proton conductivity of ASA−AGO membranes showed an increasing tendency. In particular, the membrane containing 2.0 mass % AGO exhibited the best selectivity (1.23 × 10 6 S cm −3 ) with the lowest methanol diffusion coefficient of 3.75 × 10 −8 cm 2 s −1 and the highest proton conductivity (4.62 × 10 −2 S cm −1 ), indicating its optimal potential as PEM in DMFC application. This study provides a new idea and foundation for creating environmentally friendly biomass-based PEMs with high performance and cost-effectiveness, which is of great significance for the high-value utilization of biomass and the maintenance of sustainable social development.