Zr0.9Mg0.1O2−δ nanofibers and ZrO2 nanofibers are synthesized using electrospinning and the calcination technique. The nanofibers are characterized using x-ray diffraction (XRD), a field emission scanning electron microscope (FE-SEM), and a Brunauer—Emmett—Teller (BET) surface analyzer. The humidity sensing properties of Zr0.9Mg0.1O2−δ nanofiber sensors are analyzed and compared with those of ZrO2 nanofiber sensors. The Zr0.9Mg0.1O2−δ nanofiber humidity sensors exhibit a broader humidity range of 11–97% relative humidity (RH), good linearity, small humidity hysteresis, and rapid response and recovery times. The complex impedance plots of the Zr0.9Mg0.1O2−δ sensor at different RHs are drawn, and the humidity sensing mechanism is discussed via an equivalent circuit.