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Membrane electrode assembly (MEA) is the core component of a proton exchange membrane fuel cell (PEMFC), which largely dictates the final performance of the device. When PEMFCs are in operation, the internal water migration greatly affects the performance output, so better water management in MEA is necessary. Herein, an additional membrane layer containing sulfonic acid-functionalized multi-walled carbon nanotubes (SO 3 -MCNT) has been sandwiched between the commercial Nafion proton exchange membrane and the anode catalyst layer. The newly added composite membrane is able to optimize the water electro-osmotic drag (EOD) and back diffusion (BD) and as well as accelerate the proton transfer, which leads to a substantial improvement in the performance of the MEA. This method is practicable with obvious advantages under the conditions closer to the actual operation of PEMFC. [Display omitted] • Composite proton exchange membrane loaded with water-retaining layer. • Optimized water migration across proton exchange membranes. • Reduced through-plane resistance of the proton conductivity. • Promotion in the performance of the proton exchange membrane fuel cells. • Better applicability under low humidity conditions. [ABSTRACT FROM AUTHOR]