Magnetic field treated perfluorosulfonate ionomer (PFSI) membranes (M-PMs) with improved through-plane proton conductivity are facilely fabricated though solvent casting of PFSI/Fe3O4 nanocomposite dispersion without any third additive under magnetic field followed by discarding the Fe3O4 nanoparticles. In the PFSI/Fe3O4 nanocomposite membrane, Fe3O4 nanoparticles are clearly uniaxially aligned by magnetic field. Subsequently, M-PMs are obtained by removing Fe3O4 from the nanocomposite membranes to eliminate the negative effect of Fe3O4 on proton conducting. The effect of magnetic field treatment on M-PMs' performance is investigated by both in- and through-plane proton conductivity. The results demonstrate that the through-plane proton conductivity of the M-PMs prepared from PFSI/Fe3O4 nanocomposite membrane with optimized Fe3O4 content is enhanced, while the in-plane proton conductivity is reduced compared to the pristine PFSI membrane, which indicate through-plane anisotropic phenomenon of proton conducting in the membranes. Such magnetic field treated PFSI membranes exhibit good appropriateness for using in electrochemical applications, for example fuel cells.