In order to perform a critical analysis of the zirconium oxide effects in sulfonated poly(ether ether ketone) (SPEEK) membranes with two sulfonation degrees (SD), 71 and 87%, the characterization of composite membranes prepared with a systematic variation of the inorganic content is proposed. The method involves preparation of inorganic composite membranes with a wide range of properties which concern water swelling, chemical and thermal stability, methanol and water permeations and, finally, proton conductivity. A good balance between high proton conductivity, good chemical stability and low methanol permeability is reached for the SPEEK polymer with a 7.5% (w/w) ZrO2 content and SD=87%. Compared to NAFION(R) 112, this membrane is 3-times more selective towards water/methanol permeation and has a similar proton conductivity (81 compared to 88 mS/cm).