Integrated porous/dense/porous tri-layer BaZr0.8Y0.2O3-δ (BZY) electrolyte asymmetrical matrices were designed for protonic ceramic membrane fuel cells (PCMFCs) and fabricated by multilayer tape-casting and solid-state reactive sintering. The effects of pore-former, sintering aid and sintering program on the microstructure of integrated electrolyte matrices (IEMs) were studied. Graphite and NiO were appropriate pore-former and sintering aid, respectively, and an accelerated heating program was more desirable. The conductivities of the IEM with designed microstructure in different atmospheres were measured by AC impedance spectroscopy at 400–600 °C. The highest conductivity of 6.9 × 10−3 S cm−1 at 600 °C was obtained in wet air atmosphere, and the corresponding activation energy was 0.602 eV. Gas-tightness of the IEM was confirmed by a stable open circuit voltage (OCV) of 0.97 V at 600 °C from a button fuel cell with impregnated NiO anode and BaCo0.4Fe0.4Zr0.1Y0.1O3-δ (BCFZY) cathode. These indicate that the fabricated BZY-based IEM has great potential for PCMFC application.