The cross-linked sulfonated sodium alginate/modified carbon quantum dot (SSA/MCQD) polyelectrolyte membranes were prepared with sulfonated sodium alginate biomass as a substrate and modified carbon quantum dot from agricultural waste corn stalk as additive. The performance of polyelectrolyte membranes with various MCQD contents were investigated in detail. The results showed that compared with the SSA membrane without MCQD, the SSA/MCQD membranes showed better thermodynamic, dimensional, hydrolytic, and oxidative stability. In addition, the introduction of MCQD enhanced the mechanical strength, proton conductivity, methanol barrier, and cell performance of polyelectrolyte membranes. The membrane with 2.0 wt % MCQD (SSA/MCQD-2.0) exhibited the best adaptability as a proton exchange membrane for direct methanol fuel cell (DMFC) application. Compared with SSA membrane, the 10% weight loss temperature and tensile strength of SSA/MCQD-2.0 were increased by 20 °C and 42.9%, respectively, the methanol diffusion coefficient (3.82 × 10 −7 cm 2 s −1 ) was reduced by 51%, the selectivity (1.34 × 10 6 Ss cm −3 ) was expanded by 3 times, and the maximum power density was increased by 42.7%. Hence, the cross-linked SSA/MCQD polyelectrolyte membranes, especially SSA/ MCQD-2.0, had great potential for DMFC application because of the high performance, cheapness, and environmental friendliness.