Due to their strong acidity and water affinity, sulfated zirconia nanoparticles were evaluated as inorganic additives in the formation of composite Nafion-based membranes. Two types of sulfated zirconia were obtained according to the preparation experimental conditions. Sulfated zirconia-doped Nafion membranes were prepared by a casting procedure. The properties of the composite membranes were compared with those of an unfilled Nafion membrane obtained by the same preparation method. The water uptake, measured at room temperature in a wide relative humidity range, was higher for the composite membranes, this confirming the hydrophilic nature of the selected additives. The membrane doped by zirconia particles having the highest sulphate group concentration showed the highest water diffusion coefficient in the whole range of temperature and relative humidity investigated due to the presence of SO(4) (2-) providing extra acid sites for water diffusion. The proton diffusivity calculated from impedance spectroscopy measurements was compared with water self diffusion coefficients measured by NMR Spectroscopy. The difference between proton and water diffusivity became significant only at high humidification levels, highlighting the role of water in the intermolecular proton transfer mechanism. Finally, great improvements were found when using the composite membrane as electrolyte in a fuel cell working at very low relative humidity.