Design and fabrication of hierarchically structured membranes with high proton conductivity is crucial to many energy-relevant applications including proton exchange membrane fuel cell (PEMFC). Here, a series of imidazole microcapsules (IMCs) with tunable imidazole group loading, shell thickness, and lumen size are synthesized and incorporated into a sulfonated poly(ether ether ketone) (SPEEK) matrix to prepare composite membranes. The IMCs play two roles: i) Improving water retention properties of the membrane. The IMCs, similar to the vacuoles in plant cells, can render membrane a stable water environment. The lumen of the IMCs acts as a water reservoir and the shell of IMCs can manipulate water release. ii) They form anhydrous proton transfer pathways and low energy barrier pathways for proton hopping, imparting an enhanced proton transfer via either a vehicle mechanism or Grotthuss mechanism. In particular, at the relative humidity (RH) as low as 20%, the composite membrane exhibits an ultralow proton conductivity decline and the proton conductivity is one to two orders of magnitude higher than that of SPEEK control membrane. The enhanced proton conductivity affords the composite membrane an elevated peak power density from 69.5 to 104.5 mW cm−2 in a single cell. Moreover, the application potential of the composite membrane for CO2 capture is explored.