A proton exchange membrane fuel cell (PEMFC), as an efficient energy conversion device, has many advantages, such as high energy conversion efficiency and environmentally friendly zero emissions, and is expected to have great potential for addressing the uneven distribution of global green energy. As a core component, the performance of the proton exchange membrane (PEM) directly affects the overall output of the fuel cell system. At present, Nafion membranes with good, comprehensive properties are the most widely used commercial proton exchange membrane materials. However, Nafion membranes demonstrate a great inadaptability with an increase in operating temperatures, such as a rapid decay in proton conductivity. Therefore, enhancing the overall performance of Nafion membranes under high temperatures and low relative humidity (RH) has become an urgent problem. Although many efforts have been made to solve this problem, it is difficult to find the balance point between high-temperature conductivity and overall stability for researchers. In this paper, we summarize the recent approaches to improving the operating temperature of Nafion membranes from the following two perspectives: (1) using different materials for the modification of Nafion membranes, and (2) applying different modification methods to the Nafion membranes. Based on the structural and functional characteristics of Nafion, the non-destructive targeted filling of fillers and the efficient synergy of the two-phase region are two vital research directions for the preparation of high-performance composite membranes.