Anion exchange membranes (AEMs) contribute significantly to enhance the performance and efficiency of alkaline polymer electrolyte fuel cells (APEFCs). A sequence of composite anion exchange membranes (AEMs) consisting of poly(vinyl alcohol) (PVA), poly(diallyldimethylammonium chloride) (PDDA), and nano-zirconia (NZ) has been prepared by a solution casting technique. The effect of zirconia mass ratio on attribute and performance of composite AEMs was investigated. The chemical structures, morphology, thermal, and mechanical properties of AEMs were characterized by FTIR, SEM, thermogravimetric analysis, and universal testing machine, respectively. The performance of composite AEMs was verified using water uptake, swelling degree, ion-exchange capacity, and OH− conductivity measurement. The nano-zirconia was homogeneously dispersed in the PVA/PDDA AEMs matrix. The mechanical properties of the composite AEMs were considerably enhanced with the addition of NZ. Through the introduction of 1.5 wt.% NZ, PVA/PDDA/NZ composite AEMs acquired the highest hydroxide conductivity of 31.57 mS·cm−1 at ambient condition. This study demonstrates that the PVA/PDDA/NZ AEMs are a potential candidate for APEFCs application.