Phosphotungstic acid (HPW) can retain water in proton exchange membranes to increase proton conductivity; however, its water-soluble nature limits further application. In this work, we combined HPW and graphitic carbon nitride (g-C3N4) via sintering to prepare water-insoluble hybrids (HWN), where HPW was chemically linked to g-C3N4 to fix HPW. Then, HWN fillers were added to a sulfonated polyether ether ketone (SPEEK) matrix to prepare composite membranes. The conductivity of the composite membrane with 10 wt% HWN is up to 0.066 S cm−1 at room temperature, which is 53% higher than that of the SPEEK control membrane (0.043 S cm−1). The composite membrane also showed stable proton conductivity after being immersed in water for 2000 h. Therefore, our study demonstrates that preparing water-insoluble nanofillers containing HPW components through sintering is a promising approach.