The unique two-dimensional structure and chemical properties of graphene oxide (GO) provide a convenient method for preparing novel membranes. In this study, GO membranes were prepared through filtration by a pressure-assisted self-assembly method involving the cross-linking of three diamine monomers on a polyethersulfone (PES) support. The different small molecular diamines, ethylenediamine, butanediamine, and p-phenylenediamine, were introduced as cross-linking agents to investigate the effect of diamine on the properties of GO membranes. The hydrophobic substances ibuprofen, gemfibrozil, and triclosan were selected as target pharmaceuticals and personal care products (PPCPs). The adsorption and molecular sieving activities of PPCPs by cross-linked GO membranes at a pH of 3 were investigated. The permeate water was analyzed for dissolved organic carbon, ultraviolet absorption at 254 nm, molecular weight distribution, and fluorescence excitation–emission matrices. The results showed that the removal of hydrophobic PPCPs by GO membranes was mainly due to their adsorption and molecular sieving activities. Adsorption was mainly determined by the hydrophilic and hydrophobic properties of the membranes and PPCPs. The interception effect was mainly determined by the interlayer spacing between the GO membranes and the molecular weight and steric hindrance of the PPCPs. A smaller spacing of the GO membrane layers resulted in greater steric hindrance and a higher removal rate.