The invention discloses a crosslinked proton exchange membrane with a specific oriented structure and a preparation method thereof, which belong to the field of fuel cell polymer electrolyte materials. The crosslinked proton exchange membrane consists of an ion exchange resin containing a sulfonic acid group, wherein the ion exchange resin containing the sulfonic acid group is a sulfonated non-fluorohydrocarbon polymer with a proton exchange function. The preparation method comprises the following steps of: dissolving the ion exchange resin containing the sulfonic acid group into a solvent to prepare a solution; performing curtain coating and membrane forming; stretching the prepared membrane under the condition that the solvent is not removed completely; after stretching is completed, maintaining external force to keep the membrane in a stretching state; drying the stretched membrane to remove residual solvent; performing heat cross-linking in a vacuum drying oven; cooling at the room temperature; and removing external force. The membrane material has high proton conductivity and low methanol permeability, and can be taken as a polymer electrolyte material for being directly applied to methanol fuel cells.