In order to consider a failure diagnosis of fuel cells, we develop an experimental DMFC (Direct Methanol Fuel Cell), and provide some evaluations and analysis of the experimental results to make a mathematical model used for our diagnosis. By using experimental data, we identify the dynamics of the DMFC, which has several parameters (the temperature, the concentration of methanol, the reaction rate of the electrode and the voltage) using the non-parametric identification method. We try to find an effective model so that the failure and deterioration diagnosis system can be efficiently realized.