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In this study, asymmetric polyphenylene-ether-ether-sulfone (PEES) ultrafiltration (UF) membranes containing graphene oxide (GO) were prepared via non-solvent-induced phase separation process and N-methyl pyrrolidone was used as a solvent. The synthesis of GO was confirmed by Fourier transform infrared spectroscopy (FTIR) and X-ray diffraction analysis. The morphology of the prepared GO nanosheets was observed by field emission scanning electron microscope (FESEM) and transmission electron microscope. The membranes prepared with increasing concentrations of GO nanosheets were characterized by attenuated total reflectance-FTIR, SEM, atomic force microscopy (AFM), contact angle, and UF studies. The FTIR spectra of the GO embedded membranes reveal large amounts of –OH groups present due to the existence of GO nanosheets which improved its surface hydrophilicity. The contact angle of PEES/GO membrane was significantly lower than PEES membrane. The SEM pictures showed that PEES/GO UF membranes had a sponge-like substructure with the increased porosity and pore size. An AFM topography imaging showed that roughnesses of the modified membranes were improved compared to the pristine PEES membrane. The UF studies showed that the pure water flux (JW) and the bovine serum albumin flux (JP) were increased with the incorporation of GO into the blend solution. For the membrane with 0.1% GO content, JW increased by 75% and JP improved twofold which correspond to the maximum values of 186 and 113 L m−2 h−1, respectively. Furthermore, the flux recovery ratio results suggested that PEES/GO membranes have better antifouling characteristics due to the changes in membrane morphology and surface hydrophilicity.