Nano octa-aminopropyl polyhedral oligomeric silsesquioxane (OA-POSS) was grafted into graphene oxide (GO) via covalent bonding to synthesize OA-POSS-g-GO. A novel SP/OA-POSS-g-GO proton exchange membrane was prepared by adding sulfonated poly (ether ether ketone) (SPEEK, SP). OA-POSS was well dispersed on GO to form an ordered acid-base pair with SPEEK, which facilitated the construction of continuous ion channels. GO as a carrier facilitated the construction of long-range proton conduction pathways in the membrane. The strong interactions between OA-POSS and SPEEK along with the synergistic effect of GO modulate the size of ionic clusters and increased the bound water ratio within the membrane. The conductivity of the SP/OA-POSS-g-GO-2 membrane (80 °C, 95% RH) reached 0.2096 S⋅cm−1, which was 1.7 times higher than that of the SPEEK membrane (0.1265 S⋅cm−1). The conductivity of the SP/OA-POSS-g-GO-2 membrane increased at 100 °C and 40% RH, while that of the SPEEK membrane decreased with the temperature increased above 80 °C. The maximum power density of the single cell assembled from the composite membrane reached 305.8 mW⋅cm−2 at 80 °C and 95% RH, which was 1.4 and 1.3 times higher than that of the SPEEK and Nafion 117 membrane, respectively.