In this paper, an anodic gas diffusion layer (GDL) with a gradient hydrophobic structured microporous layer (MPL) was prepared using a spraying method. The hydrophobicity of the MPL was changed by adding polyvinylpyrrolidone to the MPL close to the catalyst layer side to obtain a bilayer MPL with a gradient hydrophobic structure. By performing the above operation, we designed a double‐layer MPL structure with different hydrophobic gradients. In this study, we analyzed the effect of the gradient hydrophobic structure of bilayer MPL on the electrochemical performance of proton exchange membrane fuel cell by characterizing the physical properties, such as water contact angle, of anode self‐humidified GDL prepared in the laboratory. The study compared the limiting power density of the laboratory‐prepared GDL sample 10% with that of the commercial GDL29BC. The limiting power density of the sample 10% is 1.59, 1.5, and 1.49 W/cm2 under three humidity conditions of 40%, 60%, and 100%, respectively, which improve the performance by 19.5%, 17.2%, and 23.1% over that of the commercial GDL29BC. The anode GDL samples prepared in the laboratory showed good self‐wetting effect, which play a positive role in the improvement of fuel cell performance. Preparation process and performance characterization of self‐humidifying anode gas diffusion layer.