Nafion (R) is the most widely used material to fabricate proton exchange membranes (PEMs). High performance of PEMs is ensured from the proper selection of organic and inorganic fillers, and the corresponding fabrication methods. We carried out a statistical study on a comprehensive survey of 224 original experimental reports with full records of composition, fabrication and performance indices. Implicit and explicit predictive models are constructed based on the classification of pristine, organic-filler and inorganic-filler Nafion composite membranes. Features to construct these models are optimized and the explicit predictive models provide confidence score averaged at 0.86, 0.68 and 0.84 for the three classes of Nafion membranes, respectively. Implicit predictive models show even higher confidence to interpret these data from diverse sources. Further, thermodynamic contributions for different classes of fillers are extracted, and potent fillers, which can significantly enhance the proton conduction meanwhile satisfying the retardation of methanol crossover, are circled out by activation energies at a range of 10.0-21.7 kJ/mol. Comparison of the proton conductivities for membranes fabricated in different ways is also provided, where impregnation treatment always helps the achievement of higher proton conductivities. Our statistical study suggests that hydrophilic fillers with layered structure and high specific surface area should be practically applicable to improve the proton conduction in Nafion membranes.