The natural hydrophilic nanofiber-like palygorskite (Pal) particles were incorporated into the quaternary ammonium functionalized polysulfone (QPSf) to prepare high performance anion exchange membranes. Due to the mutual compatibility between quaternary ammonium groups in quaternized polysulfone and hydrophilic Pal particles, a hydrophilic domain could aggregate, thereby forming a hydrophilic-hydrophobic microphase separation structure. Meanwhile, the small-angle X-ray scattering (SAXS) was utilized to characterize the hydrophilic ionic cluster domain in the composite membrane. The results showed that the corresponding average inter-domain spacing of the QPSf/Pal-0.5 membrane was about 30 nm. Then, the new composite membrane had not only highly efficient hydrophilic ion transport channels but also adjustable hydrophilic-hydrophobic microphase separation structures. Compared with original quaternized polysulfone membranes, the hydroxide conductivity of the QPSf/Pal-0.5 membrane reached 93.0 mS·cm−1 at 80 °C, increasing by 48%, while the methanol permeability was kept between 4.2 × 10−7 and 5.8 × 10−7 cm2·s−1.