The present invention relates to an inorganic ion conductive membrane, which is capable of obtaining a fuel cell with a stable operation in all temperature, high performance, and no leakage of fuels by manufacturing the inorganic ion conductive membrane, composed of an inorganic membrane, using an anodic oxidization reaction and applying the manufactured inorganic ion conductive membrane to the fuel cell, a fuel cell including the inorganic ion conductive membrane, and a method of manufacturing the inorganic ion conductive membrane and the fuel cell. The method of manufacturing the inorganic ion conductive membrane includes the steps of (a) disposing a conductive wire, made of the same materials as a metal tube, within the metal tube, supplying an anode current to the conductive wire, and supplying a cathode current to the metal tube and (b) applying an electrolyte to the metal tube and the conductive wire, thereby forming an inorganic membrane comprising a plurality of pores in at least some of an inside wall and outside wall of the metal tube to which the cathode current has been supplied.