Using both scattering and microscopy techniques, we have characterized the complex Nafion structure over a large range of length scales. Analysis of experimental data from dry membrane to aqueous dispersion suggests an intrinsic fibrillar structure. The fibrils correspond to elongated polymeric aggregates surrounded with the ionic charges. In the Nafion membrane, the fibrils are entangled and collapsed with a degree of orientation at the mesoscopic scale. Upon swelling and temperature treatment, these aggregates are hydrated and dispersed in a colloidal suspension.