Proton-exchange membrane fuel cells (PEMFCs) have garnered immense attention as an efficient, lightweight and environment-friendly power source to meet the growing energy demand worldwide. The water management in fuel cell, especially at elevated temperature, is crucial for the cell performance. To promote the water management of proton exchange membrane, a novel composite membrane was developed by confining PFSA polymer into a zeolite-coated porous substrate, which performed excellent performance even under high temperatures and dry environment. This thesis presents a better understanding of the relationship between water uptake and cell performance in such confined PFSA-zeolite structure. The dynamic processes of water including adsorption on zeolite and molecular exchange at zeolite/PFSA interface were studied by ATR-FTIR, micro-Raman and QCM. The confinement effects on fuel cell performance was also investigated by regulating the pore size and porosity of. The results suggest that PFSA chain is rearranged within the confined space to facilitate the proton transport, while zeolites can promote water adsorption and retention within the membrane. Several water-retaining zeolites were applied to fabricate the composite membrane (referred as PSFA/zeolite/Sil-1), and the PFSA/Hβ/Sil-1 performs best with a maximum power density (MPD) of 602 mW/cm2 at 60 °C and can tolerate high temperature operation up to 110 °C under dry conditions. In addition, Pt-embedded zeolites were involved to prepare confined PFSA/Pt-zeolites/Sil-1 composite membrane, which can not only retain water by adsorption but also generate water by catalysis. These membranes display outstanding performance in absence of humidifier during cell operation, especially at elevated temperature. The MPD of PFSA/Pt-Hβ/Sil-1 MEA reaches up to 690 mW/cm2 at 60 °C and 169 mW/cm2 at 110 °C. Besides, metal-organic frameworks (MOFs), another category of microporous material, are employed to fabricate the composite membrane.