Inexpensive humidity sensors operating at room temperature are developed by casting on glossy paper linearly shaped carbon nanotubes electrodes, spaced by few hundreds microns, and sensitive layers consisting of iron oxide nanopowder dispersed in a polyelectrolyte host. The electrical behaviour of the devices, investigated by using triangular voltage inputs, is found to be mainly capacitive. The humidity sensing functionality is demonstrated by a reversible change of the devices' capacitance, from few tens pF to hundreds pF, as the relative humidity level changes from 35% to 60%. The average response and recovery time of the devices is found to be of the order of a few min.