A novel method of Nafion membrane modification by inserting proton conductive macromolecular nanostructures was previously developed. This process was referred as swelling-filling (SF) strategy for enhancing the Nafion membrane performance for direct methanol fuel cell (DMFC) application. However, the SF treated Nafion membrane got an issue of methanol permeation because of micro-pores developed in the modified membrane. In this effort, nano-structure of the SF filler was tuned via molecular structure design to adjust the micro-porous structure of the SF treated Nafion membrane. Methanol-permeation resistivity and proton conductivity of the Nafion membrane were dually boosted by the nano-shuttle SF filler. The nearly doubled selectivity leaded to a remarkable improvement on power output of DMFC and revealed pronounced application potential in DMFC.