Aquivion membrane displays improved properties as compared to Nafion membrane, partly due to shorter side chains. However, some improvements are still necessary for proton exchange membrane fuel cell to operate at low relative humidity. To overcome this drawback, the addition of clay nanoparticle into the Aquivion matrix can be considered. In this study, different composite membranes have been prepared mixing short-side-chain PFSA (perfluorosulfonic acid) Aquivion and selectively modified halloysite nanotubes for PEMFC low relative humidity operation. Halloysites were grafted with fluorinated groups, sulfonated groups, or perfluoro-sulfonated groups on inner or outer surface of the tubes. The obtained composite membranes showed improved properties, especially higher water uptake associated with reduced swelling and better mechanical strength compared to pristine Aquivion membrane and commercially available Nafion HP used as reference. The best performance in this study was obtained with Aquivion loaded with 5 wt% of pretreated perfluoro-sulfonated halloysite. The composite membrane, referred to as Aq/pHNT-SF5, displayed the largest water uptake and proton conductivity among the panel of membranes tested. The chemical stability was not affected by the presence of halloysite in the Aquivion matrix.