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It is of great significance to develop creative proton exchange membrane materials for proton exchange membrane fuel cells (PEMFCs). The strategy of doping metal–organic frameworks (MOFs) with guest molecules into the Nafion matrix is adopted to improve the electrochemical performance of Nafion hybrid membranes. Various and abundant hydrogen bonds can make a tremendous contribution to the proton conduction of hybrid membranes. In this work, we used high proton-conducting Zn-MOFs with the characteristics of host–guest collaborative hydrogen bonds as the filler to prepare Zn-MOF/Nafion hybrid membranes. Alternating current (AC) impedance tests show that when the doping amount of Zn-MOF is 5%, the proton conductivity reaches 7.29 × 10–3 S·cm–1, being 1.87 times that of the pure Nafion membrane at 58% relative humidity (RH) and 80 °C. In an attempt to prove the promotion effect of guest NH3 on proton conductivity of Nafion hybrid membranes, Zn-MOF-NH3 was filled into the Nafion matrix. Under the same conditions, its proton conductivity reaches the maximum value of 2.13 × 10–2 S·cm–1, which is 5.47 times that of the pure Nafion membrane. Zn-MOF-NH3/Nafion-5 was used to fabricate a proton exchange membrane for application in H2/O2 fuel cells. The maximum power density of 212 mW cm–2 and a current density of 630 mA cm–2 reveal a respectable single cell performance. This study provides a promising method for optimizing the structure of MOF proton conductors and inspires the preparation of high-performance Nafion hybrid membranes.