The thermal effects and mechanical effects on the durability of proton exchange membranes (PEMs) have been studied extensively in the literatures. However researches on the thermo-mechanical coupling behavior of PEMs are very limited. In this study, the interaction of mechanical and thermal effects in Nafion® NRE-212 was investigated using experimental methods. The thermo-mechanical coupling experiments were conducted following the in-phase proportional loading path, where the maximum/minimum mechanical loads and temperatures occur simultaneously and out-of-phase non-proportional rectangular loading paths where a phase difference of 90° existed between thermal and mechanical loads. During the creep processes under a variable temperature in out-phase profiles, the creep strain was found to be history-dependent in the membrane. The effect of initial temperature on the creep was significant in the first cycle. Moreover, temperature cycles were applied as thermal loading conditions and the history-dependence was also observed for thermal stresses. The maximum thermal stress did not occur at the lowest temperature.