High-temperature polymer-electrolyte membrane fuel cells (HT-PEM FC) are a very important type of fuel cell since they operate at 150–200 °C, allowing the use of hydrogen contaminated with CO. However, the need to improve stability and other properties of gas diffusion electrodes still hinders their distribution. Anodes based on a mat (self-supporting entire non-woven nanofiber material) of carbon nanofibers (CNF) were prepared by the electrospinning method from a polyacrylonitrile solution followed by thermal stabilization and pyrolysis of the mat. To improve their proton conductivity, Zr salt was introduced into the electrospinning solution. As a result, after subsequent deposition of Pt-nanoparticles, Zr-containing composite anodes were obtained. To improve the proton conductivity of the nanofiber surface of the composite anode and reach HT-PEMFC better performance, dilute solutions of Nafion®, a polymer of intrinsic microporosity (PIM-1) and N-ethyl phosphonated polybenzimidazole (PBI-OPhT-P) were used to coat the CNF surface for the first time. These anodes were studied by electron microscopy and tested in membrane-electrode assembly for H2/air HT-PEMFC. The use of CNF anodes coated with PBI-OPhT-P has been shown to improve the HT-PEMFC performance.