Improving water management in the gas diffusion layer (GDL) during operation and shutdown purging can effectively improve the performance and lifetime of proton exchange membrane fuel cells (PEMFCs). The water intrusion and water removal processes in the GDL are linked as the whole water transport process, and the lattice Boltzmann method is used to investigate the dynamic behavior of liquid water during the whole water transport process in the GDL with different fiber diameter gradient distributions at the pore scale. It is found that the structure with 6–7-8-μm gradient distribution of fiber diameters significantly reduces the number of water clusters and increases the transport path of water through the GDL during water intrusion, and reduces the water saturation within the GDL by 7.519% compared with the case of uniform distribution of fiber diameters. After the completion of purging, the remaining water saturation is the smallest at 0.036 for the structure with the 6–7-8-μm gradient distribution of fiber diameters. Overall, the structure with the 6–7-8-μm gradient distribution of fiber diameters has the smallest water saturation in both the water intrusion process and the purging process, and can effectively improve the water management of the GDL.