In the present work, we prepare rolled up graphene oxide sheets (GOSs) by "evaporating" GOSs from their dispersion to a remote aluminum foil surface. The topological structure of the rolled up GOSs on the aluminum foil surface, which is determined by the quantity of the formed Al³⁺ ions from the reaction between the alumina on the aluminum foil surface and the weak acidic condensed vapor of the GOS dispersion, can be easily controlled via simply changing the H₂O content in the original GOS dispersion. Meanwhile, a GO/Nafion composite membrane for proton exchange membrane fuel cell is successfully prepared utilizing the as-obtained hole-like self-assembled structure of the rolled-up GOSs as a supporting material . The resultant composite membrane exhibits excellent proton conductivity compared to that of the recast Nafion membrane, especially under low-humidity conditions. An increase in proton conductivity by several times could be easily observed here, which is mainly attributed to the rearrangement of the microstructures of Nafion matrix to significantly facilitate the proton transport with rolled up GOSs being independently incorporated. The method reported here offers new degrees of freedom to achieve such transformations among the allotropic forms of carbon and/or develop new carbon material/polymer composite materials with excellent properties.