Molecular sieves of NaY, MCM-41, and SBA-15 were used as fillers in a poly(vinylidene fluoride-co-hexafluoropropylene) (PVdF-HFP) copolymer matrix to prepare microporous composite polymer electrolyte. The SBA-15-based composite polymer film was found to show rich pores that account for an ionic conductivity of 0.50mScm−1. However, the MCM-41 and NaY composite polymer films exhibited compact structure without any pores, and the addition of MCM-41 even resulted in aggregation of fillers in the polymer matrix. These differences were investigated and interpreted by their different compatibility with DMF solvent and PVdF-HFP matrix. Results of linear sweep voltammetry (LSV), electrochemical impedance spectroscopy (EIS), X-ray diffraction (XRD) and differential scanning calorimetry (DSC) have revealed that the addition of SBA-15 has extended the electrochemical stability window of polymer electrolyte, enhanced the interfacial stability of polymer electrolyte with lithium electrode, and inhibited also the crystallization of PVdF-HFP matrix. Half-cell of Li/SBA-15-based polymer electrolyte/MCF was assembled and tested. The results have demonstrated that the coulombic efficiency of the first cycle was around 87.0% and the cell remains 94.0% of the initial capacity after 20 cycles, which showed the potential application of the composite polymer electrolyte in lithium ion batteries.