A simple drying process was developed for the preparation of a Pt/Nafion self-humidifying membrane to be used for a proton-exchange membrane fuel cell (PEMFC). Platinum (II) bis (acetylacetonate), $Pt(acac)_2$ was sublimed, penetrated into the surface of a Nafion film and then reduced to Pt nanoparticles simultaneously without any support of a reducing agent in a glass reactor at $180^{circ}C$ for 15 min. The process was carried out in $N_2$ atmosphere to prevent the oxidation of Pt nanoparticles at high temperature. The morphology and distribution of the Pt nanoparticles were observed by transmission electron microscopy (TEM) and energy dispersive spectroscopy (EDS), and we found that the average Pt particle size was ca. 3.7 nm, the penetration depth was ca. $17{mu}m$. Almost all Pt nanoparticles were formed just beneath the surface and the number density decreased rapidly as the penetration depth increased. To estimate water absorption characteristics of the Nafion membranes, water uptake at an isothermal condition was measured by dynamic vapor sorption (DVS), and it was found that water uptake of the Pt/Nafion membrane was higher than that of the neat Nafion membrane.