This paper discusses a new class of PEMs that are based on a PE-g-s-PAES graft copolymer containing several sulfonated poly(arylene ethersulfone) side chains. The unique combination of hydrophobicity, semi-crystallinity, and high molecular weight of PE backbone offers PEM with a strong and stable (non-swellable) matrix, and the embedded hydrophilic s-PAES proton-conductive domains show only moderate water swelling (δ <15) even with high IEC >3 mmol/g in the s-PAES domains. All PE-g-s-PAES PEMs show higher through-plane conductivity (up to 160 mS/cm) than in-plane conductivity, as well as good fuel selectivity. Evidently, the low surface energy of PE backbone forms a thin hydrophobic layer on the PEM surfaces that not only result in anisotropic conductivity but also create a methanol diffusion barrier to prevent fuel loss. Overall, the newly developed PE-g-s-PAES membranes offer a desirable set of PEM properties, including conductivity, selectivity, mechanical strength, stability, and cost-effective, for fuel cell applications.