A series of novel composite membranes, based on sulfonated poly(ether ketone) (SPEEK) with a graphene oxide (GO) layer, were prepared. One contained a GO layer sandwiched between the SPEEK-polyvinyl alcohol (PVA) matrix (SPEEK/PVA@GO), and another deposited thin layers of GO on the nanofibers of SPEEK-polyvinyl butyral (PVB), with both sandwiched in the phase matrix of SPEEK-PVA (SPEEK/PVA@GO-NF). Various nanofiber thicknesses were studied by varying the electrospinning time. The prepared composite membranes with different nanofiber thicknesses were characterized by scanning electron microscopy, water uptake, ionic exchange capacity, thermogravimetric analysis, mechanical properties and proton conductivity. Our results showed that the proton conductivity of SPEEK/PVA@GO membranes increased with temperature, from 1 × 10−3 S cm−1 at 30 °C to 8.3 × 10−3 S cm−1 at 130 °C. These conductivity values are higher than those observed for the membrane with SPEEK/PVA@GO-NF nanofibers. However, a conductivity comparison of the different thicknesses of SPEEK/PVA@GO-NF nanofibers allowed us to conclude that conductivities increase with nanofiber thickness at all temperatures. Finally, the calculated activation energy of the SPEEK/PVA@GO membrane (1.4 kJ mol−1) was found to be one order of magnitude lower than that for pure SPEEK/PVA (17.3 kJ mol−1). This reduction indicated that the influence of temperature on the conductivity decreases when GO is inserted into SPEEK/PVA membranes. In the case of the SPEEK/PVA@GO-NF membrane, the activation energy decreased as a function of the nanofiber network's thickness.