The transient response of the direct methanol fuel cell (DMFC) with liquid feed will be of particular importance in transportation applications. To achieve effective control of a commercial system it is important to develop a methodology that accurately predicts the stack voltage using a small number of sensors. An experimental study of the dynamics of the direct methanol fuel cell is described and used to develop an empirical model of the cell dynamics. Two cell systems, a small-scale single cell and a three-cell stack, form the basis of the experimental study. The cells were subjected to a range of dynamic loads and operating conditions. Empirical dynamic models were then developed, using state space canonical variates analysis, to predict the voltage response of the two systems from measurements of cell voltage and current. The models provided acceptable inferential and one-step-ahead predictions of the dynamic voltage response even though the systems never attain steady-state operation.