In this paper, a novel integral reinforcement learning (IRL) based $H_{\infty }$ control algorithm is proposed for proton exchange membrane fuel cells (PEMFCs) to enhance its performance in DC microgrids. The proposed control algorithm produces superior dynamic and steady-state responses without requiring the system model information. The stability of the proposed control algorithm is rigorously proven. Furthermore, its superiority over the PI control, model predictive control (MPC), fuzzy PI control and adaptive MPC is analyzed. Hardware-in-the-loop experimental results are given to verify the effectiveness of the proposed control algorithm.