BACKGROUND The objective of this research was to use a step‐by‐step method to prepare a novel biocatalytic system (GO‐CEL‐E/N‐GA‐GOD): ‐OH and ‐COOH on the surface of graphene oxide (GO) were used to immobilize cellulase (CEL) and glucose oxidase (GOD), respectively, which may be easier to control the loading of enzymes with different kinds, to achieve the one‐pot conversion of gluconic acid from carboxymethyl cellulose (CMC). RESULTS The loadings capability of CEL and GOD on GO‐CEL‐E/N‐GA‐GOD were 49.07 ± 7.47 mg g−1 and 10.22 ± 2.03 mg g−1, respectively. The multi‐enzyme systems had shallow temperature and pH optima of 40 °C and 5.0. The kinetic constants of GO‐CEL‐E/N‐GA‐GOD (of CEL‐GOD) were Km = 0.15 ± 0.02 (0.43 ± 0.09) mmol L−1, Vmax = 0.18 ± 0.01 (0.21 ± 0.07) μmol L−1 s−1, and kcat/Km = 24.12 ± 0.52 (17.74 ± 0.85) s−1 mmol−1 L. Nearly 65% of the initial activity of GO‐CEL‐E/N‐GA‐GOD could be retained after seven cycles. Notably the conversion of gluconic acid was able to reach 63.82 ± 8.03% within 2 h. CONCLUSION Step‐by‐step immobilization method made full use of different functional groups on GO, avoiding the competition for fixed sites between CEL and GOD in the immobilization processes. The results reflected the feasibility of the strategy to build bio‐microsystem as CEL and GOD immobilized on GO by covalent bonds to achieve the conversion from CMC to gluconic acid in one‐step. © 2019 Society of Chemical Industry