A new polyethylene glycol/graphene oxide composite material bonded on the surface of a stainless-steel wire was used for solid-phase microextraction. The layer-by-layer structure increased the adsorption sites of the novel fiber, which could facilitate the extraction of trace compounds. The polyethylene glycol/graphene oxide was characterized by Fourier transform infrared spectroscopy and elemental analysis, which verified that polyethylene glycol was successfully grafted onto the surface of graphene oxide. The performance of the polyethylene glycol/graphene oxide coated fiber was investigated for phenols and phthalate esters coupled with gas chromatography with flame ionization detection under the optimal extraction and desorption conditions, and the proposed method exhibited an excellent extraction capacity and high thermal stability. Wide linear ranges were obtained for the analytes with good correlation coefficients in the range of 0.9966–0.9994, and the detection limits of model compounds ranged from 0.003 to 0.025 μg/L. Furthermore, the as-prepared fiber was used to determine the model compounds in the water and soil samples and satisfactory results were obtained.