In this paper a critical study is presented on how the direct methanol fuel cell (DMFC) membrane properties are affected by a pre-treatment. Membranes based on sulfonated poly(ether ether ketone) (sPEEK) with sulfonation degree (SD) of 42% were used, plain and modified inorganically with 1 wt.% of zirconium oxide. Nafion (R) 1135 was used as reference. The results obtained show that the sPEEK polymer (SD = 42%) enables the preparation of proton exchange membranes with improved properties compared to Nafion (R) and to the ZrO2-modified sPEEK membrane, mainly due to its improved relation between proton conductivity and methanol permeation. After the pre-treatment, the plain sPEEK membrane had a performance 6.4 times higher in terms of maximum power output when used in the DMFC.