To develop high performance and cost-effective membranes with low permeability of vanadium ions for vanadium redox flow battery (VRFB) application, poly(phenyl sulfone) anion exchange membranes with pyridinium groups (PyPPSU) are prepared and first investigated for VRFB application. PyPPSU membranes show much lower vanadium ions permeability (0.07 × 10−7–0.15 × 10−7 cm2 min−1) than that of Nafion 117 membrane (31.3 × 10−7 cm2 min−1). As a result, the self-discharge duration of the VRFB cell with PyPPSU membrane (418 h) is about four times longer than that of VRFB cell with Nafion 117 membrane (110 h). Furthermore, the VRFB cell with PyPPSU membrane exhibits higher battery efficiency (coulombic efficiency of 97.8% and energy efficiency of 80.2%) compare with that of VRFB cell with Nafion 117 membrane (coulombic efficiency of 96.1% and energy efficiency of 77.2%) at a high current density of 100 mA cm−2. In addition, PyPPSU membrane exhibits stable performance in 100-cycle test. The results indicate that PyPPSU membrane is high performance and low-cost alternative membrane for VRFB application.