A novel self-assembled composite membrane, Nafion-[PDDA/ZrP]n with nacre-like nanostructures was successfully fabricated by a layer-by-layer (LbL) method and used as proton exchange membrane for vanadium redox flow battery applications. Poly(diallyldimethylammonium chloride) (PDDA) with positive charges and zirconium phosphate (ZrP) nanosheets with negative charges can form ultra-thin nacre-like nanostructure on the surface of Nafion membrane via the ionic crosslinking of tightly folded macromolecules. The lamellar structure of ZrP nanosheets and Donnan exclusion effect of PDDA can greatly decrease the vanadium ion permeability and improve the selectivity of proton conductivity. The fabricated Nafion-[PDDA/ZrP]4 membrane shows two orders of magnitude lower vanadium ion permeability (1.05 × 10−6 cm2 min−1) and 12 times higher ion selectivity than those of pristine Nafion membrane at room temperature. Consequently, the performance of vanadium redox flow batteries (VRFBs) assembled with Nafion-[PDDA/ZrP]3 membrane achieved a highly coulombic efficiency (CE) and energy efficiency (EE) together with a very slow self-discharge rate. When comparing with pristine Nafion VRFB, the CE and EE values of Nafion-[PDDA/ZrP]3 VRFB are 10% and 7% higher at 30 mA cm−2, respectively.