Abstract: Diffusion permeability and electrical conductivity have been studied for bilayer perfluorinated MF-4SC membranes modified with halloysite nanotubes (HNTs) containing noble metal nanoparticles (NPs) deposited onto their surface. It has been found that the diffusion permeability of the bilayer membranes depends on their orientation with respect to an electrolyte flow: the diffusion flux is higher when the modified side of the membrane faces a flow. The study of the electrodiffusion characteristics of HNT-modified bilayer perfluorinated membranes has resulted in the factors being revealed that have the strongest influence on the development of the asymmetry of their current–voltage curves. It has been found that, to obtain a membrane with a fortiori asymmetric properties, it is necessary to synthesize a material the layers of which differ from each other in only one component—either HNTs or metal NPs. The efficiency of the modified membranes as polymer electrolytes for hydrogen-air fuel cells has been determined, and it has been shown that the modification with HNTs reduces the specific power of a fuel cell, while the presence of platinum NPs on a nanotube surface increases this parameter. The reason for the increase in the specific power is the catalytic activity of platinum NPs in the interaction between oxygen and hydrogen in the membrane bulk, which leads to the self-humidifying of the membrane and a decrease in its ohmic resistance.