Two types of new nanocomposite proton-exchange membranes, consisting of functionalized and pristine nanoparticles of silica and silicone rubber (SR) embedded in a polytetrafluoroethylene (PTFE) matrix, were prepared. The membrane precursor was obtained from a mechanical rolling process, and the SiO2 nanoparticles were functionalized by soaking the membranes in a solution of 2-(4-chlorosulfonylphenyl)ethyl trichlorosilane (CSPhEtCS). The membranes exhibit a highly compact morphology and a lack of fibrous PTFE. At 125 °C, the membrane containing the functionalized nanoparticles has an elastic modulus (2.2 MPa) that is higher than that of pristine Nafion (1.28 MPa) and a conductivity of 3.6×10−3 S cm−1 despite a low proton-exchange capacity (0.11 meq g−1). The good thermal and mechanical stability and conductivity at T>100 °C make these membranes a promising low-cost material for application in proton-exchange membrane fuel cells operating at temperatures higher than 100 °C.