The structure of proton transport channels is controlled and fixed in sulfonated poly(styrene-b-butadiene-b-styrene) (SBS) triblock copolymer membranes. Microphase-separated SBS membranes were cross-linked by UV irradiation in the presence of a photoinitiator and then sulfonated by acetyl sulfate. Sulfonated cross-linked SBS (scSBS) membranes with fixed nanosized proton transport channels were then prepared. The scSBS membranes show good proton conductivity, comparable to that of Nafion, and a low methanol permeability, more than 1 order of magnitude smaller than that of Nafion. Sulfonated non-cross-linkable poly(styrene-b-(ethylene-r-butylene)-b-styrene) membranes and sulfonated cross-linked poly(styrene-r-butadiene) membranes, which have less developed proton transport channels, were also prepared for comparison. The effects of the presence and size of the proton transport channels on the proton conductivity and methanol permeability were investigated. It is concluded that both the structure and the fixation of the proton transport channels are crucial to the functioning of proton exchange membranes of direct methanol fuel cells.