Reduced graphene oxide-zinc oxide/cyanate ester/bismaleimide resin (RGO-ZnO/CE/BMI) composites were synthesized via a blending method. The RGO-ZnO composite was incorporated into the CE/BMI copolymer to improve the properties of RGO-ZnO/CE/BMI composites. The structure, elements, and morphology of the RGO-ZnO composite were studied with XPS, FTIR, XRD, and SEM analyses. It indicated that the ZnO micro-sphere was attached to RGO by electrostatic attraction and the RGO-ZnO composite was prepared successfully. The mechanical properties and thermal stability of RGO-ZnO/CE/BMI composites were investigated. When RGO-ZnO composite was 1 wt.%, the flexural and impact strengths of RGO-ZnO/CE/BMI composites were 1.07 and 1.35 times of the CE/BMI copolymer, respectively. However, the RGO-ZnO composite tended to aggregate in the CE/BMI matrix with high loading. According to the SEM analysis, appropriate RGO-ZnO composite was evenly dispersed in the CE/BMI copolymer. Compared to the CE/BMI copolymer, the thermal stability of the RGO-ZnO/CE/BMI composites was good. Thus, the RGO-ZnO composite was successfully filled in the CE/BMI matrix; the mechanical properties and thermal stability of the RGO-ZnO/CE/BMI composites were enhanced.