In this study, graphene oxide-cerium oxide (GO-CeO2) hybrids were synthesized through an in situ hydrothermal approach and were incorporated into epoxy resin to prepare a robust coating for aluminum alloy protection. The mechanical properties of the GO-CeO2-loaded coating were characterized by nano-indentation, friction-wear test and pull-off adhesion test, using pristine epoxy coating and GO-loaded epoxy coating for comparison. Results revealed that GO-CeO2 addition could increase the hardness, elastic modulus and the wear resistance and decrease the friction coefficient of the composite coating. Compared with pristine epoxy coating, the adhesion strength of GO-CeO2/epoxy coating increased from 7.3 MPa to 12.2 MPa. Such improvement in the mechanical properties can be explained by the good dispersion of GO-CeO2 in the composite coating. In addition, salt spray and electrochemical impedance spectroscopy (EIS) measurement results showed that the corrosion resistance of the GO-CeO2-loaded coating was significantly enhanced. After 30 days of salt spray test, the coating resistance of the GO-CeO2/epoxy coating was 17.8 and 3.5 times higher compared with that of the blank epoxy coating and GO/epoxy coating, respectively. The superior barrier performance of the composite coating was mainly ascribed to the synergistic effects of the prolonged pathway against corrosive media permeation and the corrosion inhibition effect of CeO2 particles.