Egg white protein is a non-toxic and biodegradable biopolymer that forms a gel easily via simple thermal denaturation treatment. A novel aerogel on the basis of egg white protein crosslinked with graphene oxide was prepared via a facile freeze-drying method. The structure and physicochemical characteristics of the aerogels were characterized by scanning electron microscopy (SEM), Fourier transform infrared (FTIR) spectroscopy, thermogravimetric analysis (TGA) and Brunauer–Emmett–Teller (BET) analysis. The adsorption properties of the aerogels were investigated by studying the influencing factors such as the solution pH, dose, temperature and contact time. The adsorption capacity of methylene blue onto the aerogels was tested, whose maximum adsorption capacity, calculated by the Langmuir isotherm equation, reached 91.7 mg/g. Adsorption kinetics studies showed that the adsorption followed the pseudo-second-order kinetic model. Thermodynamic data implied that methylene blue adsorbed by the aerogels was an exothermic and spontaneous process.