Prognostics and health management of proton exchange membrane fuel cell (PEMFC) systems have driven increasing research attention in recent years as the durability of PEMFC stack remains as a technical barrier for its large-scale commercialization. To monitor the health state during PEMFC operation, digital twin (DT), as a smart manufacturing technique, is applied in this paper to establish an ensemble remaining useful life prediction system. A data-driven DT is constructed to integrate the physical knowledge of the system and a deep transfer learning model based on stacked denoising autoencoder is used to update the DT with online measurement. A case study with experimental PEMFC degradation data is presented where the proposed data-driven DT prognostics method has applied and reached a high prediction accuracy. Furthermore, the predicted results are proved to be less affected even with limited measurement data.