Novel blend membranes of poly(vinylidene fluoride) grafted poly(styrene sulfonic acid) (PVDF-g-PSSA) with sulfonated poly(ether ether ketone) (SPEEK) were fabricated for direct methanol fuel cell applications. The PVDF-g-PSSA copolymer can be homogeneously dispersed in the SPEEK matrix with a unique hierarchical particle surface. All the SPEEK/PVDF-g-PSSA blend membranes exhibit better dimensional stability, lower methanol permeability, higher selectivity than commercial Nafion® 117 at room temperature. Notably, at the PVDF-g-PSSA content of 5 wt%, the blend membrane exhibits the best overall membrane performance, which is supposed to benefit from the improved compatibility and strong interactions between the PVDF-g-PSSA and SPEEK matrix. The thermal stability and the temperature dependence of water uptake, dimensional change and proton conductivity of the blend membranes are also investigated. This study provides a promising strategy for the design and fabrication of high performance polymer electrolyte membrane by rational control of microstructure and compatibility of the blend membrane.