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A proton exchange membrane (PEM) fuel cell produces a similar amount of waste heat to its electric power output, and tolerates a small temperature deviation from its design point for best performance and durability. These stringent thermal requirements present a significant heat transfer problem. In this work, a three-dimensional, non-isothermal model is developed to account rigorously for various heat generation mechanisms, including irreversible heat due to electrochemical reactions, entropic heat, and Joule heating arising from the electrolyte ionic resistance. The thermal model is further coupled with the electrochemical and mass transport models, thus permitting a comprehensive study of thermal and water management in PEM fuel cells. Numerical simulations reveal that the thermal effect on PEM fuel cells becomes more critical at higher current density and/or lower gas diffusion layer thermal conductivity. This three-dimensional model for single cells forms a theoretical foundation for thermal analysis of multi-cell stacks where thermal management and stack cooling is a significant engineering challenge