A novel method for the preparation of a self-humidifying membrane used for polymer electrolyte membrane fuel cell (PEMFC) and optimum condition for the fabrication are presented. Generation of water molecules on the Pt particles embedded in the membrane by the recombination of permeated hydrogen and oxygen is attributed to the appearance of higher performance of a single cell adopting the self-humidifying membrane. The mechanism for water production is strongly substantiated by the experimental result from IR spectrum with absorption peaks corresponding to the characteristic OH stretching bond, observed only in the case of the self-humidifying membrane kept in hydrogen and oxygen mixture gases. The new preparation method involves fabrication of a sandwich structure, which is comprised of two membranes made of perfluorosulfonylfluroride copolymer resin and fine Pt particles lying between them, coated by sputtering. The optimum pre-forming temperature for the pore-free membrane sheet is determined to be 230 degreesC based upon the results of successive experiments.