Multi-layer composite membrane with low-cost and high durability is prepared via hot-spraying methods for proton exchange membrane fuel cell (PEMFC) applications, which consists of a mid layer of sulfonated poly (ether ether ketones) (SPEEK), two transition layers (TLs) and two PFSA outer layers (PLs). Here, PLs can protect SPEEK membrane against the chemical degradation from reactive oxygen species and endow the composite membrane with high chemical stability. TLs improve the interfacial compatibility between SPEEK membrane and PLs, avoiding the delamination problem. This multi-layer composite membrane exhibits a proper ion-exchange capacity (IEC) and higher proton conductivity compared with that of SPEEK membrane, and it also keeps a balance between water uptake and swelling ratio owing to the presence of the multi-layer structure. Besides, the lower cost of the composite membrane is confirmed due to the small content of Nafion. Single cell tests indicate that the multi-layer composite membrane has better cell performance than that of SPEEK membrane. The higher durability for the membrane under accelerated open circuit voltage (OCV) tests reveals the effectiveness of this multi-layer composite strategy in improving the chemical durability of the SPEEK membrane.