Proton exchange membrane (PEM) electrolyzers with the ability to produce gases at a pressure suitable for direct metal hydride storage are desirable because they do not require the use of compressors and other auxiliary components. Direct storage into metal hydride cylinders is made feasible when the pressure and flow rate of hydrogen is controlled. The nonlinear dynamics of the PEM electrolyzer change with temperature and pressure, both of which change with the hydrogen production rate, and are thus difficult to estimate. Therefore, a model-free, relay-feedback, auto-tuning approach is used to tune a proportional integral (PI) controller. This allows for the determination of the voltage supply to the electrolyzer by tracking the current set-point and correlating it to the hydrogen production rate. A gain scheduling approach is used to record the tuned controller’s parameters at different set-points, minimizing the frequency of tuning the device. A self-assessment test is used to determine situations where the auto-tuner should activate to update the PI parameters, thus, allowing for the system to operate without supervision. The auto-tuning PI control is successfully tested with a PEM electrolyzer setup. Experimental results showed that an auto-tuner can tune the controller parameters and produce favorable transient behaviors, allowing for a degree of adaptability for variations in system set-points.