The TEMPO‐oxidized cellulose nanofibril (CNF) membrane is combined with sulfonated poly(ether imide) (SPEI) using the solution impregnation method to enhance its proton exchange membrane properties. SPEI solutions with different sulfonation levels, SPEI1, SPEI2, SPEI4, and SPEI5, are prepared by adjusting the acetyl sulfate to PEI mole ratios from 1:1 to 2:1, 3:1, 4:1, and 5:1, respectively. The CNF membranes are immersed in each SPEI solution for 24 h and hot‐pressed at 100°C for 1 h to form composite membranes. The chemical structure, morphology, wettability, and membrane characteristics are analyzed. The wettability of SPEI on the CNF surface varies with sulfonation degree, and it affects the morphology of each CNF‐SPEI membrane. Consequently, proton conductivity and ion exchange capacity (IEC) increase, while methanol permeability decreases with increasing sulfonation levels. The CNF‐SPEI5 membrane exhibits the highest proton conductivity of 4.23 mS.cm−1 and the lowest methanol permeability at 6.67 × 10−7 cm2.s−1. Additionally, the CNF‐SPEI4 membrane achieves maximum tensile strength and flexibility at 4.91 ± 0.09 MPa and 15.05% ± 0.24%, respectively. While its proton conductivity still faces challenges, the CNF/SPEI membrane demonstrates better methanol permeability suppression than Nafion 117 (1.31 × 10−6 cm2.s−1) and superior dimensional stability compared with the pristine CNF membrane.