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In this study, we prepared three highly stable coordination polymers under hydrothermal conditions, {[Zn2(μ3-DBd)2(H2O)2]·H2O} n (1), {[Cd(μ4-DBd) (H2O)]·3H2O} n (2), and {[Pb(μ4-DBd)]} n (3). Interestingly, the crystal-to-crystal transformation could occur between 1 and 3 via means of cation exchange. 1 and 2 were two-dimensional structures and 3 was a three-dimensional structure. The structure of 2 contains a continuous hydrogen bond network, which can form an excellent hydrophilic channel. We explored the relationship between cation exchange-induced crystal-to-crystal transformation and water adsorption capacity, and proton conductivity. 1–3 exhibited excellent stability and temperature- and humidity-dependent proton conduction properties. Among these, the water adsorption capacity of 2 was 327.39 cm3·g–1, which was 8.14-fold and 39.23-fold than that of 1 and 3, respectively. The proton conductivity of 2 reached 1.67 × 10–4 S·cm–1 at 80 °C under 98% relative humidity, which was nearly 2 orders of magnitude higher than the proton conductivity of 1 and 3. All the results indicated that the continuous hydrogen bond network inside the structure was responsible for the transfer of proton and increased the proton conductivity of coordination polymers.