New functional hybrids containing graphene oxide nanosheets (GO) and natural fibers (alfa fibers (AF) or microcrystalline cellulose (MCC)) were successfully produced using simple blending followed by oven drying. Such hybrids offer unique benefits of natural fibers with functionality of graphene oxide. The obtained products have been characterized using different analytical techniques such as Fourier transform infrared (FTIR) and Raman spectroscopies, scanning electron microscopy (SEM), X-ray diffraction (XRD), and thermogravilmetry (TGA). The morphological analysis revealed that the applied surface treatment of the Alfa fibers (AF) ensured a good distribution of the GO sheets on the fibers surface. It is also demonstrated that the hydrogen bonding interactions between the natural fibers and GO facilitate the dispersion of the latter on the surface of the fibers, producing homogeneous composites (AF/GO) and (MCC/GO). The thermal behavior of the obtained composites is obviously affected by the type of natural fibers. The presence of hemicellulose and lignin in AF slightly decreased the thermal stability of AF/GO hybrid compared to MCC/GO, which presented a better thermal stability. Such hybrids would open up a new way to develop composites with tunable physicochemical properties for various applications.