This paper presents a two-dimensional computational model of micro-structured cathodic electrodes featuring nano-porous gas diffusion media that increase the surface to volume ratio of the deposited catalyst layer. A key objective of the modeling effort is to elucidate the Knudsen diffusion within the nano-porous electrode. In addition, the model is non-isothermal and resolves the natural convection in the ambient air directly above the cathode. A major component of the analysis is the identification of mass transport limitations introduced by the micro-structured electrode and the nano-porous gas diffusion layer. Furthermore, the potential for passive regulation of temperature and oxygen supply is investigated. This analysis of the natural convection is unique because it examines buoyancy effects above a horizontal plate with variation in thermal conductivity, segregated regions of porous media, and discrete heating locations. The results of this study indicate that this electrode configuration is feasible and does not suffer from insurmountable mass transfer limitations.