Nafion®-sepiolite composite membranes were prepared, characterized and integrated in Membrane-Electrodes Assembly to be tested in fuel cell operating conditions. The influence of the sepiolite content and its modification on the membrane properties was carefully analyzed. The performance of the different MEAs were compared at different operating temperatures and under various relative humidity. The sulfonation of pristine sepiolite has improved its ion exchange capacity as well as that of composites membranes. The introduction of sepiolite in Nafion® also allowed simultaneously to increase its water uptake and to improve its mechanical features. Much better performance were obtained at high temperature and low relative humidity with MEAs based upon Nafion®-sepiolite composite membranes compared to pure Nafion® membranes (50% more output power at 100 °C and 50%RH).