PMMA microfibers coated with zinc oxide (ZnO) nanostructure are demonstrated for relative humidity monitoring. The fabrication of two different microfiber structures, namely the straight PMMA microfiber and the PMMA microfiber loop resonator (PMLR) were performed by using the direct drawing technique. The sensitivities of the PMMA microfibers were compared and analyzed. The results implied that the PMLR is more sensitive than the straight PMMA microfiber and the sensitivity of the sensors were further increased with the additional coating of ZnO nanostructure on the surface of the PMMA fiber.