The production of multiscale architectures is of significant interest in materials science, and the integration of those structures could provide a breakthrough for various applications. Here we report a simple yet versatile strategy that allows for the LEGO-like integrations of microscale membranes by quantitatively controlling the oxygen inhibition effects of ultraviolet-curable materials, leading to multilevel multiscale architectures. The spatial control of oxygen concentration induces different curing contrasts in a resin allowing the selective imprinting and bonding at different sides of a membrane, which enables LEGO-like integration together with the multiscale pattern formation. Utilizing the method, the multilevel multiscale Nafion membranes are prepared and applied to polymer electrolyte membrane fuel cell. Our multiscale membrane fuel cell demonstrates significant enhancement of performance while ensuring mechanical robustness. The performance enhancement is caused by the combined effect of the decrease of membrane resistance and the increase of the electrochemical active surface area.