Direct methanol fuel cell (DMFC) is a promising energy source for potable electric devices. However the local structure and the transport mechanism of the water and the methanol in the solid electrolyte membrane have not been well understood. In this paper is reported the recent results of the proton NMR spectra and diffusion measurements of water and methanol in Nafion 117. Also, the NMR micro-imaging technique has been applied for the diffusion and exchange of water molecules in the membrane. The chemical shift decreased monotonically as the water content increased and the slope was found to change at water uptake ratio N ~ 6, probably corresponding to the different environment of protons in the membrane. Water and methanol contents in the Nafion membrane immersed in their solution were evaluated from the spectra. Diffusion of the water molecule into and out of the Nafion membrane was visually observed by using NMR micro-imaging technique. Exchange process of the water (H2O) and heavy water (D2O) in a small Nafion ball (3 mm diameter) was observed and density profile of proton was analyzed to give the mutual diffusion coefficient of water and D2O in the Nafion ball.