The difficult sintering of BaZr0.8Y0.2O3-δ(BZY20) powders makes the fabrication of anode-supported BZY20 electrolyte films complex. Dense BZY20 membranes were successfully fabricated on anode substrates made of sinteractive NiO-BZY20 powders, prepared by a combustion method. With respect to traditional anode substrates made of powders prepared by mechanical mixing, the anode substrates made of the wet-chemically synthesized composite NiO–BZY20 powders significantly promoted the densification of BZY20 membranes: dense BZY20 films were obtained after co-pressing and co-firing at 1300°C, a much lower temperature than those usually needed for densifying BZY20 membranes. Improved electrochemical performance was also observed: the supported BZY20 films maintained a high proton conductivity, up to 5.4 x 10-3 S cm-1 at 700°C. Moreover, an anode-supported fuel cell with a 30 mm thick BZY20 electrolyte film fabricated at 1400°C on the anode made of the wetchemically synthesized NiO–BZY20 powder showed a peak power density of 172 mW cm-2 at 700°C, using La0.6Sr0.4Co0.2Fe0.8O3-δ-BaZr0.7Y0.2Pr0.1O3-δ as the cathode material, with a remarkable performance for proton-conducting solid oxide fuel cell (SOFC) applications.