Methods are developed for using a carbon nanofiber membrane electrode assembly (cnMEA) for three-electrode electrochemical measurements in unsupported liquid or gaseous media. The carbon nanofiber membrane (ca. 20 m thickness) is hot-pressed from both sides onto a Nafion ion conductor film (ca. 50 m thickness). The resulting cnMEA is employed as both a counter electrode and working electrode (with an external SCE reference electrode) for the liquid phase oxidation of hydroquinone in (i) 0.5 M, (ii) 0.05 M, and (iii) 0.005 M aqueous NaHCO3, and (iv) in pure demineralised water. Well-defined voltammetric responses are obtained and pH effects are investigated. A gas-salt (di-ammonium sulphate) contact between the cnMEA working electrode and SCE reference electrode is then employed in a gas flow system to obtain voltammetric responses in contact with a humidified gas (N2, 80% relative humidity). Reversible redox cycling of entrapped hydroquinone is demonstrated and humidity and pH effects are observed. Ammonia gas effects on Faradaic currents are explored. Voltammetric measurements provide direct insight into the MEA processes and conditions.