To improve the mechanical properties, such as durabilities and antioxidative characteristics, the covalently cross-linked (CL-) SPEEK (sulfonated polyether ether ketone)/Cs-substituted HPA (heteropoly acid) organic-inorganic composite membranes (CL-SPEEK/Cs-HPAs), have been intensively investigated. The composite membrane were prepared by blending cesium-substituted HPAs (Cs-HPAs), including tungstophosphoric acid (TPA), molybdophosphoric acid (MoPA), and tungstosilicic acid (TSiA) with cross-linking agent content of 0.01 mL. And composite electrolytes composed of Cs-HPAs, prepared by immersion (imm.) and titration (titr.) methods to increase the stability of HPAs in water, were applied to polymer electrolyte membrane electrolysis (PEME). As a result, the proton conductivity of Cs-substituted composite membranes increased rapidly over $60^{circ}C$ but mechanical properties, such as tensile strength, decreased in accordance with added Cs content. The bleeding-out of Cs-TPA membranes by titration method (50 vol.% Cs) decreased steadily to 2.15%. In the oxidative stability test by Fenton solution, the durability of membranes with Cs-HPA significantly increased. In case of CL-SPEEK/ Cs-TPA membrane, duration time increased more than 1200 hours. It is expected that even though CL-SPEEK/Cs-MoPA membrane shows the high proton conductivity, electrocatalytic activity and cell voltage of 1.80 V for water electrolysis, the CL-SPEEK/Cs-TPA (imm.) is more suitable as an alternative membrane in real system with the satisfactory proton conductivity, mechanical properties, anti-oxidative stability and cell voltage of 1.89 V.