The invention discloses a preparation method of a composite proton exchange membrane, comprising the following steps of: sulfonating, preparing a sulfonated polyether ether ketone solution; preparing polyaniline filter liquid, preparing membrane preparing liquid, casting to form a membrane, and the like. The composite membrane is prepared by using SPEEK (sulfonated polyether ether ketone) as a basal body and PANI (Polyaniline) and HPA (Heteropoly acid) as dopants, a material source is wide and does not need to be imported, a preparation process is simple, and used instruments are simple, thereby the cost of the membrane is reduced. A hydrogen bond formed by PANI and SPEEK is used for avoiding the swelling of the SPEEK and reducing methanol penetration, and the proton conductivity of the composite membrane is improved by the HPA. By changing the composition and the ratio between an alkaline polymer and a proton conductor, the novel PEM (proton exchange membrane) reaches optimum balance among high proton conductivity, low methanol penetration and low HPA dropout rate, the proton conductivity reaches 10-2S / cm, the methanol penetration rate of the composite proton exchange membrane is a half lower than that of an Nafion 117 membrane, and the HPA wastage rate does not reach 5 percent.