An ultra-long-period fiber grating (ULPFG) with asymmetric refractive index modulation is fabricated in common communication optical fiber by using high-frequency CO2 laser pulses. A highly sensitive humidity sensor based on this grating can be realized due to its high refractive index sensitivity. The ULPFG is coated with a new nano-composite hydrogel, which has strong water capacity. This kind of hydrogel can absorb water vapor in the air substantially to make its own refractive index change, which will induce the resonant peak shift of transmission spectrum of the ULPFG. And such a shift can be used in humidity measurement. The experimental results show that the maximum shift of the resonant peak can reach 30 nm when the surrounding humidity varies in the range of 38%～96%, and such sensitivity is three times higher than that of the humidity sensors reported before. Such novel humidity sensor can be found important applications in humidity measurement of the field of optical fiber sensing.