•OH radicals are the main cause of chemical degradation of Nafion membranes in fuel cell operation. Although the cerium ion (Ce3+/4+, Ce) is reported as an effective •OH radical quencher, its membrane application has critical limitations associated with the reduction of membrane proton conductivity and its leaking. In this study, the Ce-grafted graphitic carbon nitrides (g-C3N4) (CNCe) nano-particles are synthesized and embedded in Nafion membranes to prolong the •OH radical scavenging effect. The synthesis of CNCe nano-particles is evaluated by X-ray diffraction, energy dispersive X-ray analysis, and transmission electron microscopy. Compared with the pristine and Ce-blended Nafion membranes, the CNCe imbedded ones show tremendous improvement in long-term anti-oxidation stability. While the fluoride emission rates of Nafion are 0.0062 mg·cm−2·h−1 at the anode and 0.0034 mg·cm−2·h−1 at the cathode, those of Nafion/CNCe membranes are 0.0037 mg·cm−2·h−1 at the anode and 0.0023 mg·cm−2·h−1 at the cathode. The single cell test for Nafion/CNCe membranes at 80 °C and 50% relative humidity illustrates much better durability than those for Nafion and Nafion/Ce, indicating its superior scavenging effect on •OH radicals.