The invention discloses an organic-inorganic composite proton exchange membrane for a proton exchange membrane fuel cell and a preparation method thereof. The proton exchange membrane comprises a functional polymer (such as polyvinylpyrrolidone) of which the side chain contains N-heterocycle, heteropoly acid and skeleton polymers (such as polyvinylidene fluoride, polyethersulfone, polysulfone and polyethylene sulfone). The preparation method comprises adding the functional polymer, the skeleton polymers and the heteropoly acid into an organic solvent (such as N, N-dimethyl formamide, N, N-dimethyl acetamide and N-methyl-2-pyrrolidone), heating the mixture with stirring until complete dissolution so that a transparent and uniform proton exchange membrane solution is obtained, and carrying out solution casting or curtain coating to obtain the organic-inorganic composite proton exchange membrane. The organic-inorganic composite proton exchange membrane is uniform, transparent and compact, has excellent chemical stability, heat stability, mechanical properties and proton conductivity, and does not lost a proton conductor easily. The preparation method utilizes easily available and cheap raw materials, has simple processes, is suitable for large-scale production and can be widely used in fuel cells, flow cells, plumbic acid cells and a water-electrolyser.