Understanding the mechanical properties of bionanofilms is important in terms of identifying their durability. The primary focus of this study is to examine the effect of water vapor annealed silk fibroin on the indentation modulus and hardness of graphene oxide-silk fibroin (GO-SF) bionanofilms through nanoindentation experiments and finite element analysis (FEA). The GO-SF bionanofilms were fabricated using the layer-by-layer technique. The water vapor annealing process was employed to enhance the interfacial properties between the GO and SF layers, and the mechanical properties of the GO-SF bionanofilms were found to be affected by this process. By employing water vapor annealing, the indentation modulus and hardness of the GO-SF bionanofilms can be improved. Furthermore, the FEA models of the GO-SF bionanofilms were developed to simulate the details of the mechanical behaviors of the GO-SF bionanofilms. The difference in the stress and strain distribution inside the GO-SF bionanofilms before and after annealing was analyzed. In addition, the load-displacement curves that were obtained by the developed FEA model conformed well with the results from the nanoindentation tests. In summary, this study presents the mechanism of improving the indentation modulus and hardness of the GO-SF bionanofilms through the water vapor annealing process, which is established with the FEA simulation models.