The performances of proton exchange membrane (PEM) water electrolysis depend on many factors such as materials, geometries, fabrication methods, operating conditions, and so forth. The fabrication method is concerned, membrane electrode assemblies (MEA) are a most important part to show different performances by different fabrication methods. The performance change of PEM water electrolysis was experimentally measured according to the fabrication differences of the anode electrodes. One point of view is the catalyst intrusion rate to the anode gas diffusion layer (GDL), and the other point of view is the catalyst loading distribution in depth of the anode GDL. Results show that the performances of MEA with deep intrusion of the catalysts are better in the range of low current densities but worse at higher current densities. The catalyst loading distribution does not affect significantly to the performance of PEM water electrolyser.