The present invention relates to a process for the preparation of Calcium Silicate Hydrate anion exchange membrane (cement paste) with an ionic conductivity of the order of 10−3 S/cm. The membrane can be formulated by mixing Ordinary Portland Cement (OPC) and water with the cement to water ratio of 1:0.45. After initial setting time, the membrane undergoes curing in 7% calcium chloride solution and the Cl− ions in the membrane is converted to OH− form by immersing into saturated Ca(OH)2 solution with pH 14 and it has been washed to remove the excess alkali. This membrane has high mechanical strength (Ultimate Tensile Strength: 6.3 MPa) and does not deteriorate even at high temperature (up to 450° C.) and alkaline atmosphere (pH 11.5-14). Also disclosed is a method of producing in-situ formation of membrane electrode assembly. This invention encompasses a process for producing and using the membrane in water electrolysis and fuel cell.