An electrospun nanofibrous membrane is sheet like and is formed by multiple glucose oxidase/potassium hexacyanoferrate(III) modified electrospun nanofibers. The glucose oxidase/potassium hexacyanoferrate(III) modified electrospun nanofibers are PVA electrospun nanofibers containing glucose oxidase and potassium hexacyanoferrate(III) homogeneously dispersed therein. The glucose oxidase/potassium hexacyanoferrate(III) modified electrospun nanofibers are PVA electrospun nanofibers and are cross-linked by glutaraldehyde vapor with ultrasonic energy assistance. Graphene modified PVA/GOx electrospun membranes were prepared to examine the immobilization mechanism between graphene and GOx. The electrochemical measurement results show that the sensitivities increased with increasing graphene concentrations up to 20 ppm. The highest sensitivity recorded 38.7 μA/mM was for a PVA/GOx membrane with 20 ppm graphene representing a 109% increase over a membrane made without graphene.