Inclusion of fillers and modifiers into the polymer matrix is the well-known way significantly to change the physicochemical properties of membrane materials. Recently, considerable progress in the development of novel membranes have been achieved thanks to the modification of polymeric materials by carbon nanoparticles. In this review the current issues of the development of effective membranes based on composites “polymer–graphene oxide,” which possess enhanced physicochemical properties, high transport properties and improved separation characteristics, are considered. More precisely, we focused on mixed matrix membranes for gas separation and ultrafiltration. It is shown that the change of surface properties and inner morphology of the membrane material due to the incorporation of well dispersed nanoparticles can be significantly improved the maintenance properties of the membranes in different membrane processes.