Composite chitosan/phosphotungstic acid (CS/PTA) with the addition of TiO2 and Al2O3 particles were synthesized to be used as proton exchange membranes in direct methanol fuel cells (DMFCs). The influence of fillers was assessed through X-ray diffraction, scanning electron microscopy, thermogravimetric analysis, liquid uptake, ion exchange capacity and methanol permeability measurements. The addition of TiO2 particles into proton exchange membranes led to an increase in crystallinity and a decrease in liquid uptake and methanol permeability with respect to pristine CS/PTA membranes, whilst the effect of the introduction of Al2O3 particles on the characteristics of membranes is almost the opposite. Membranes were successfully tested as proton conductors in a single module DMFC of 1 cm2 as active area, operating at 50 °C fed with 2 M methanol aqueous solution at the anode and oxygen at the cathode. Highest performance was reached by using a membrane with TiO2 (5 wt.%) particles, i.e., a power density of 40 mW cm−2, almost doubling the performance reached by using pristine CS/PTA membrane (i.e., 24 mW cm−2).