This paper aimed to systematically investigate the effect of trace graphene oxide (GO) nanosheets in coagulation bath on the morphology, surface property, mechanical strength and separation property of the polysulfone (PS) membranes fabricated via non-solvent induced phase inversion process. For comparison, PS membranes were fabricated in pure water and GO containing coagulation bath, respectively. The synthesized membranes were characterized by Fourier transform infrared spectroscopy (FTIR), scanning electron microscopy (SEM), contact angle goniometry, tensile strength measurement, etc. The hydrophilicity of the PS membranes increased with the increasing of GO concentration. Compared to the PS membranes synthesized in pure water coagulation bath, the skin layer of the PS/GO membranes synthesized in GO containing water coagulation bath was also thicker, which in turn influenced the separation performance. For example, the flux of the PS/GO membrane synthesized in GO solution (20 mg/L, PS/GO-20) decreased by 75.1%. However, the PS/GO membranes had better tensile strength (from 2.31 to 2.87 MPa) and tensile modulus (from 237.86 to 258.47 MPa) compared with PS membrane, although the membrane integrity was destroyed to some extent due to the incorporation of GO nanosheets. The results showed that the trace nanomaterials in the water coagulation bath had significant impact on the surface property, morphology, mechanical strength and resultant separation performance of the synthesized membranes.