Proton exchange membrane water electrolysis (PEMWE) is crucial for green hydrogen production, but its high current density performance is limited by oxygen/water transport in the anode. This study introduces a novel approach of modifying the anode catalyst layer (ACL) with polyethylene glycol (PEG) to enhance mass transport and improve electrochemical performance in PEMWE. The experiments coupled with numerical simulations demonstrated that PEG modification improved stability and dispersibility of the anode catalyst ink, enhanced oxygen/water/proton transport, and achieved a high current density of 3.05 A·cm−2 at 1.9 V by reducing mass transport losses. The PEG modification altered capillary pressure direction, accelerated oxygen bubble removal, and significantly enhanced oxygen/water transport inside ACL. This innovative method provides a promising pathway to enhance PEMWE for industrial hydrogen production, crucial for advancing carbon neutrality goals.