To improve both the mechanical and chemical durability of Nafion membranes for polymer electrolyte membrane fuel-cells (PEMFCs), Nafion composite membranes containing sulfonated graphene oxide (SGO) and cerium oxide (CeO₂; ceria) were prepared by solution casting. The structure and chemical composition of SGO were investigated by FT-IR and XPS. The effect of the sulfonation, addition of SGO and ceria on the mechanical properties, proton conductivity, and chemical stability were evaluated. The addition of SGO gave rise to an increase in the number of sulfonic acid groups in Nafion, resulting in a higher tensile strength and proton conductivity compared to that of graphene oxide (GO). Although the addition of ceria was found to decrease the tensile strength and proton conductivity, Nafion/SGO/ceria composite membranes exhibited a higher tensile strength and proton conductivity than recast Nafion. Measurement of the weight loss and SEM observations of the composite membranes after immersing in Fenton’s reagent indicate an excellent radical scavenging ability of ceria under radical degradation conditions.