Humidity detection has been widely used in a variety of fields. A humidity sensor with high sensitivity is reported in this paper. A surface acoustic wave resonator (SAWR) with high resonance frequency was fabricated as a basic sensitive component. Various nanotechnologies were used to improve the sensor's performance. A multi-walled carbon nanotube/Nafion (MWCNT/Nafion) composite material was prepared as humidity-sensitive films, deposited on the surface of an SAWR by the electrospinning method. The electrospun MWCNT/Nafion nanofiber films showed a three-dimensional (3D) porous structure, which was profitable for improving the sensor's performance. The new nano-water-channel model of Nafion was also applied in the humidity sensing process. Compared to other research, the present sensor showed excellent sensitivity (above 400 kHz/% relative humidity (RH) in the range from 10% RH to 80% RH), good linearity (R-2 > 0.98) and a short response time (similar to 3 s@63%).