A new composite membrane based on Nafion® loaded with sulfo-fluorinated sepiolite was prepared, characterized and tested in a membrane electrode assembly in fuel cell operating conditions. Pristine sepiolite, a natural microfibrous and highly hygroscopic clay, was first modified so as to make it proton conductive on one hand and to increase compatibility with Nafion® on the other hand. The proton conductivity was ensured through sulfonic acid groups while compatibility with Nafion® through fluorination of the grafted group. The functionalization was characterized with titration, thermal analysis, pyrolysis-GCMS, FTIR and NMR. A mean graft concentration equivalent to 0.08 mmol/g was calculated which in this case also equals the ion exchange capacity of the modified sepiolite. The composite membrane showed improved mechanical resistance (elastic modulus doubled for 10 wt% added sepiolite), unchanged IEC and larger water uptake compared to pure Nafion® membrane. The mechanical resistance was even better than that of our composite membrane previously prepared with sulfonated only sepiolite, most probably due to fluorination. MEA performances were also significantly improved, especially at 100 °C and low RH (+50% more output power at 0.6 V at 50%RH).