Nanocomposites have been proven to be an important dielectric material, which provides advanced dielectric properties of insulation to power equipment. For the use of polyethylene (PE)-based nanocomposites in HVDC cable insulation, their temperature dependence needs to be considered, because it could deeply affect the conductivity and space charge behavior. To investigate the temperature dependence of conductivity and space charge properties of the cross-linked polyethylene (XLPE)/graphene oxide (GO) nanocomposites, XLPE samples with GO mass fractions of 0, 0.001, 0.01 and 0.1 wt% were prepared. The conductivity, space charge behavior and breakdown strength of the nanocomposites were tested. Then, the surface potential decay (SPD) was measured to elucidate the mechanism of the GO nanoparticles in the XLPE matrix according to the trap theory. The obtained experimental results showed that the XLPE/GO nanocomposites with the mass fraction of 0.01 wt% exhibited a lower conductivity, lower space charge accumulation, and higher DC breakdown strength than those of the neat XLPE. This observation is related to the nanoparticle-polymer interaction regions and the deep traps introduced by the GO nanoparticles. In addition, the temperature dependence of the electrical properties of nanocomposites decreased when appropriate GO amounts were added. This result indicates that the XLPE/GO nanocomposites are more suitable for use in HVDC cable insulation.