Aquivion®-type perfluorosulfonic acid membranes with a polytetrafluoroethylene backbone and short side chains with sulfonic acid groups at the ends have great prospects for operating in hydrogen fuel cells. To improve the conducting properties of membranes, various types of nanofillers can be used. We prepared compositional Aquivion®-type membranes with embedded detonation nanodiamond particles. Nanodiamonds were chemically modified with sulfonic acid groups to increase the entire amount of ionogenic groups involved in the proton conductivity mechanism in compositional membranes. We demonstrated the rise of proton conductivity at 0.5–2 wt.% of sulfonated nanodiamonds in membranes, which was accompanied by good mechanical properties. The basic structural elements, conducting channels in membranes, were not destroyed in the presence of nanodiamonds, as follows from small-angle neutron scattering data. The prepared compositional membranes can be used in hydrogen fuel cells to achieve improved performance.