The rich −SO₃H groups enable sulfonated poly (ether ether ketone) (SPEEK) to possess excellent proton conductivities in proton exchange membrane (PEM), but cause excessive water absorption, resulting in the decline of dimensional stability. It is a challenge to resolve the conflict between conductivity and stability. Owing to its unique structural designability, covalent organic frameworks (COFs) have been used to regulate the performances of PEMs. The authors propose the use of COFs with acidic and basic groups for meeting the requirements of proton conductivity and dimensional stability. Herein, COFs containing different groups (sulfoacid, pyridine, and both) were uniformly dispersed into the SPEEK matrix by in situ synthesis, and the effects on the properties of SPEEK matrix PEMs were revealed. The sulfoacid group significantly improves proton conductivities. At 60 °C, under 95% RH, the conductivity of the SPEEK/TpPa−SO₃H-20 composite membrane was 443.6 mS·cm⁻¹, which was 3.3 times that of the pristine SPEEK membrane. The pyridine group reduced the swelling ratio at 50 °C from 220.7% to 2.4%, indicating an enhancement in dimensional stability. Combining the benefits of sulfoacid and pyridine groups, SPEEK/TpPa−(SO₃H-Py) composite membrane has a conductivity of 360.3 mS·cm⁻¹ at 60 °C and 95% RH, which is 1.86 times that of SPEEK, and its swelling ratio is 11.8%, about 1/20 of that of SPEEK membrane. The method of in situ combination and regulation of groups open up a way for the development of SPEEK/COFs composite PEMs.