An extrinsic Fabry-Perot Interferometric (EFPI) fiber humidity probe has been proposed. This composite EFPI fiber humidity sensor combines the characteristics of various fiber structures, such as the cascaded spliced fibers, coating film on the fiber end-face and in-line fixed Fabry-Perot cavity in capillary. The polymethyl methacrylate (PMMA) was filled in between the air gap between single mode fiber and muti-modes fiber as the humidity sensitive material to establish the EFPI optical fiber humidity sensor. The best sensitivity has been experimentally demonstrated with 0.4172 nm/%RH in the relative humidity range of 10%RH-70%RH, where the corresponding fitting coefficient is 0.99939, and the response time is less than 14 min. Furthermore, the wavelength temperature sensitivity based on wavelength modulation is 0.06074 nm/℃, and the power responded sensitivity is 0.056 dBm/℃ in the temperature range of 20℃-65℃. The experimental results indicate that the proposed fiber probe can simultaneously measure humidity and temperature, or in other way, it will significantly improve the accurate measurement for humidity by analyzing and compensating the influencing factors from the environmental temperature.