The covalently cross-linked sulfonated polyetheretherketone (CL-SPEEK) membrane was prepared by four-step synthesis of sulfonation-sulfochlorination, partial reduction, lithiation, and cross-linking, and its electrochemical and mechanical properties were investigated for water electrolysis application. The prepared ion exchange membranes showed good electrochemical and mechanical properties; proton conductivity of 0.116 S/cm at $80^{circ}C$, water uptake of 44.6%, ion exchange capacity of 1.75 meq/g-dry-memb., tensile strength of 64.25 MPa and elongation of 61.11%. The membrane electrode assembly (MEA) with homemade membranes were prepared by non-equilibrium impregnation-reduction (I-R) method. Especially, the electrochemical surface area (ESA) and roughness factor of CL-SPEEK electrolyte by cyclic voltammetry method were 23.46 $m^2/g$ and 307.3 $cm^2-Pt/cm^2$, respectively. The prepared MEA was used in the unit cell of water electrolysis and the cell voltage was 1.81 V at 1 A/$cm^2$ and $80^{circ}C$, with platinum loadings of 1.31 mg/$cm^2$.