Proton exchange membranes (PEMs) consisting of cross-linked sulfonated poly(arylene ether ketone) with silica nanoparticles (CL-SPAEK/silica) are developed for fuel cell applications under low relative humidity (RH). CL-SPAEK/silica is prepared by the reduction reaction of the synthesized SPAEK, followed by a sulfonation reaction between the benzophenone moieties of SPAEK and the hydroxyl groups of silica nanoparticles. The cross-linked structure of CL-SPAEK/silica enhanced proton conductivity that attributed to the synergistic effect of well-connected hydrophilic proton channels and improved the dispersion of silica nanoparticles in the polymer matrix. The nanostructure of the membranes was investigated by field-emission transmission electron microscopy (FE-TEM), atomic force microscopy (AFM) and small angle X-ray scattering (SAXS). Furthermore, CL-SPAEK/silica exhibited enhanced mechanical stability due to the effectively cross-linked networks between SPAEK and silica.