Morphology of polymer electrolytes membranes (PEM), e.g., Nafion, inside PEM fuel cell catalyst layers has a significant impact on the electrochemical activity and transport phenomena that determine cell performance. In those regions, Nafion can be found as an ultrathin film, coating the catalyst and the catalyst support surfaces. The impact of the hydrophilic/hydrophobic character of these surfaces on the structural formation of the films has not been sufficiently explored yet. Here, we report an extensive molecular dynamics simulation investigation of the substrate effects on the ionomer ultrathin film morphology at different hydration levels. We use a mean-field-like model that we introduced in previous publications for the interaction of the hydrated Nafion ionomer with a substrate, characterized by a tunable degree of hydrophilicity. We show that the affinity of the substrate with water plays a crucial role in the molecular rearrangement of the ionomer film, resulting in completely different morphologies. Detailed structural description in different regions of the film shows evidence of strongly heterogeneous behavior. A qualitative discussion of the implications of our observations on the PEMFC catalyst layer performance is finally proposed.