A new type of humidification membrane for proton exchange membrane fuel cells composed of polyether-block polyamide (PEBAX) 3533, polyacrylic acid (PAA), and cellulose nanocrystals (CNCs) was fabricated using the electrospinning method. CNCs were used to improve the hydrophilicity of the membrane, and PAA was used to improve the spinnability of the material. Using a scanning electron microscope, the morphology of PEBAX/PAA/CNC composite fiber membranes (CFMs) and electrospun fibers was investigated. Through X-ray diffraction analysis and the tests of water vapor permeability, air permeability, and water contact angles, the effects of CNCs on membrane properties were investigated. The results showed that the addition of CNCs improved the hydrophilicity and crystallinity of the CFM; while the air barrier properties of the CFM improved, the water vapor permeability coefficient of the membranes decreased. When the content of CNCs was 4.8 wt %, the vapor/air selectivity reached the highest value of (2.20 ± 0.05) × 10 4 , which was 14% more than that of the fiber membrane without CNCs.