In this paper, we report a highly effective relative humidity (RH) sensor implemented on graphene oxide (GO) coated long period grating (LPG). The GO nanocolloides bonded onto a cylindrical fibre cladding enables the LPG with strong evanescent waves to absorb more water molecules increasing its RH sensitivity. In an LPG, the phase matching condition occurs when a forward propagating core mode is coupled with the co-propagating lower order cladding modes generating evanescent waves to interact with the surrounding medium. This unique effect of LPGs can be more enhanced with multilayer GO deposition. There is an expansion of GO film with the absorption of more water molecules as RH increases. The absorption of water molecules on GO coating increases the conducting carrier (holes) density on it, thus decreasing the refractive index of GO film. The combined effect of increasing evanescent waves and modulated refractive index makes the GO coated LPGs as effective RH sensors. Our recently achieved results have shown the RH sensitivity of the GO coated LPG is about 0.01 dB/%RH. We have also investigated the effect on GO layer thickness, showing thicker layer increases the RH response of the LPG cladding mode resonances in lower wavelength region.