A facile method to improve CO2 separation performance of polymer is to incorporate CO2-philic particles. In this study, sulfonated polymer brush functionalized graphene oxide nanosheets (S-GO) as fillers, with sulfonated polymer brush as CO2-philic chain anchored on GO were introduced into SPEEK membrane at nanoscale level to enhance CO2 selectivity of the membrane. The S-GO enhanced the interface compatibility as shown by SEM, and the “sieve-in-a-cage” morphology in MMMs disappeared by the introduction of CO2-philic polymer brush. Benefiting from the introduction of brush at the interface, on one hand, the CO2-philic brush on S-GO helped to widen CO2 transport pathways verified by the increased radius of free volume cavity (r3) and the fractional free volume (FFV), which resulted in the increase in gas permeability. On the other hand, the addition of the polymer brush on GO increased CO2-philic sites, which imparted enhancement in the CO2 solubility selectivity. Besides, the transport of gases through the GO nanosheets created the increment in CO2 diffusion selectivity. SPEEK/S-GO MMMs showed pronounced enhancements in both CO2 permeability and CO2/CH4(N2) selectivity. Specifically, for the SPEEK/S-GO membrane doped with 8 wt% S-GO nanosheets, the CO2 permeability reached 1327 Barrer, and CO2/CH4 selectivity increased by 179% in comparison with the SPEEK control membrane, surpassing the 2008 Robeson upper bound. The distinctive virtues of polymer brush functionalized filler may be extended to fabricate a series of MMMs for efficient molecule separation.