The strategy to incorporate graphene oxide (GO) in a composite material offers significant opportunities to realize compact photonic devices, such as saturable absorbers and polarization selective devices. However, the processing of GO-based composites by direct laser writing, which would afford vast patterning and material flexibility in a single step process, has been little addressed. In this work, we investigated the mechanisms underlying a mode cleaning effect in polymeric whispering gallery mode microresonators containing GO, aiming at the development of on-chip integrable photonic devices. We fabricated the microresonators (cavity loaded Q-factor of 20 000 at 1550 nm) in a single step of femtosecond laser writing via two-photon polymerization. By calculating the resonance response to damping mechanisms in the microresonators, we showed that additional losses introduced by GO play a major role in reducing the visibility of a number of resonances up to the point of effectively filtering a set of modes out. Interestingly, although the presence of GO leads to extra losses in the microresonator, it does not change the order of magnitude of the Q-factor of the highest extinction ratio resonances. Overall, this work offers interesting physical insights that can be useful for the design and fabrication of GO-based photonic micro/nanodevices.