Polymer composites are favorite materials for sensing applications due to their low cost and easy fabrication. In the current study, composite nanofibers consisting of polyethylene oxide (PEO), oxidized multi-walled carbon nanotubes (MWCNT) and copper oxide (CuO) nanoparticles with 1% and 3% of fillers (i.e., PEO-CuO-MWCNT: 1%, and PEO-CuO-MWCNT: 3%) were successfully developed through electrospinning for humidity sensing applications. The composite nanofibers were characterized by FTIR, XRD, SEM and EDX analysis. Firstly, they were loaded on an interdigitated electrode (IDE), and then the humidity sensing efficiency was investigated through a digital LCR meter (E4980) at different frequencies (100 Hz-1 MHz), as well as the percentage of relative humidity (RH). The results indicated that the composite nanofibers containing 1% and 3% MWCNT, combined with CuO in PEO polymer matrix, showed potent resistive and capacitive response along with high sensitivity to humidity at room temperature in an RH range of 30-90%. More specifically, the PEO-CuO-MWCNT: 1% nanocomposite displayed a resistive rapid response time within 3 s and a long recovery time of 22 s, while the PEO-CuO-MWCNT: 3% one exhibited 20 s and 11 s between the same RH range, respectively.