The invention discloses a preparation method and application of a sulfonated polyether-ether-ketone-carboxylated titanium dioxide hybrid membrane. The preparation method comprises the following steps of: preparing sulfonated polyether-ether-ketone and solution of the sulfonated polyether-ether-ketone; preparing carboxylated titanium dioxide sol; mixing the carboxylated titanium dioxide sol and the solution of the sulfonated polyether-ether-ketone to perform condensation polymerization to form membrane casting solution; after standing, filtering and de-foaming the membrane casting solution, curtain coating, drying and annealing the membrane casting solution to form a membrane; and acidizing and drying the membrane to obtain the sulfonated polyether-ether-ketone-carboxylated titanium dioxide hybrid membrane. The hybrid membrane serves as a direct methanol fuel cell proton exchange membrane. The hybrid membrane has the advantages that: the preparation method is simple; nano inorganic titanium dioxide particles are uniformly distributed in the prepared membrane; a carboxyl group effectively improves the performance of the membrane; and the hybrid membrane has relatively low methanol permeability and relatively high proton conductivity.