A series of sulfated aluminum oxides (S-Al2O3), investigated as an electrolyte additive in Nafion membranes, was synthesized via three different methods: (i) sol–gel sulfation starting from an aluminum alkoxide precursor, (ii) room temperature sulfation of fumed aluminum oxide, and (iii) hydrothermal sulfation of fumed aluminum oxide. Through the characterization of the synthesized S-Al2O3 by means of X-ray diffraction (XRD), thermogravimetric analysis (TGA), and infrared (IR) spectroscopy, a higher sulfation rate was found to be achieved via a hydrothermal sulfation, and the coordination state of sulfate groups was identified as monodentate. By using this hydrothermally synthesized S-Al2O3 as additive, a composite Nafion-based membrane was realized and compared to plain Nafion, by means of thermal analyses and fuel cell tests. Although higher hydration degree was found for the undoped membrane by differential scanning calorimetry (DSC), improved retention of fuel cell performance upon the increase of operation temperature was observed by using the composite electrolyte, confirming the stabilizing effect of the acidic inorganic additive.