We propose self-humidifying polymer electrolyte membranes (PEM) with highly dispersed nanometer-sized Pt and/or metal oxides for polymer electrolyte fuel cells (PEFCs) operated with dry H-2 and O-2. The Pt particles were expected to suppress the crossover by the catalytic recombination of H-2 and O-2, while the oxide particles (TiO2) that have hygroscopic property were expected to adsorb the water produced at Pt particles together with that produced at the cathode reaction and to release the water once the PEM needs water. The preparation protocol of TiO2 nanoparticles in a commercial Nafion 112 membrane via in situ sol-gel reactions was developed, resulting in a transparent membrane with uniform distribution of TiO2 in the PEM. Water adsorbability increased more than two times by dispersing only 2 wt % TiO2 in the PEM. That newly prepared TiO2-PEM cooperated with highly dispersed Pt nanoparticles (Pt-TiO2-PEM) was confirmed to perform a self-humidifying operation in a PEFC with dry H-2 and O-2.