<p>The urgent global demand for clean energy has positioned proton exchange membrane fuel cells (PEMFCs) as a pivotal technology owing to their high efficiency and environmental friendliness. Their performance critically relies on the proton exchange membranes (PEMs). Recently, integrating covalent organic frameworks (COFs) into conventional proton-conducting polymers has gained increasing, as this strategy is expected to combine the structural advantages of COFs with polymer flexibility to develop advanced PEMs. This review briefly outlines the current types of PEMs and the COF design for proton conducting. Then the fabrication strategies and evaluation methods are introduced. The design of COF-modified Nafion and sulfonated polyetheretherketone (SPEEK) for low-humidity proton conduction, as well as COF-modified polybenzimidazole (PBI) for high-temperature proton conduction were summarized, with particular emphasis on COFs forming continuous “proton highways” within polymer matrices for enhanced conduction while leveraging molecular sieving to suppress fuel crossover and thus improve cell efficiency and safety. Finally, critical challenges and outlook of COF-modified PEMs are discussed, such as interfacial compatibility, COF agglomeration, and the long-term stability and scalability under harsh conditions, which severely hinder the practical applications. Potential solutions are proposed, including <i>in situ</i> growth, hierarchical pore design, and gradient doping, to improve interfacial compatibility while maintaining excellent mechanical properties, as well as the development of intelligent and multifunctional PEMs.</p>