A relative humidity (RH) sensor based on a seven-core fiber (SCF) coated with graphene oxide (GO) is proposed. The sensing structure consists of a part of the SCF sandwiched between two parts of no-core fibers (NCFs). The SCF was corroded by hydrofluoric acid until the six outer cores were exposed to air and then coated with a layer of GO. The two NCFs play splitting and coupling roles because of the core diameter mismatch. The center core of the SCF acts as the reference arm, and the outer six cores of the SCF act as the sensing arm to construct a Mach–Zehnder interferometer. When GO absorbs water molecules, its refractive index changes. Consequently, the phase difference between the center core and outer core modes varies, and the resonant dip moves. The experimental results indicate that the RH sensitivity can reach 0.165 nm/%RH in the range of 30% to 100%, and the corresponding linear fitting coefficient is 99.9%.