In this paper, Mg-doped black ZnO microspheres with the characteristics of large surface area and surface oxygen vacancies were synthesized using the sol-gel method. The humidity sensing behavior of the Mg-doped ZnO for relative humidity (RH) from 11% to 95% was measured at room temperature. The superior humidity sensing performance recorded for Mg-doped ZnO microspheres (1.5 mol%) exhibits a dramatic change of impedance of about four orders of magnitude, excellent sensing linearity, small hysteresis (4.1%), a fast sensing response time of as low as 24 s, and a recovery time of 12 s. Our studies demonstrate that Mg dopant can significantly enhance the humidity sensing performance of black ZnO. This benefits from the Mg-doped ZnO (1.5 mol%) microspheres having a high level of surface adsorption and the abundant oxygen vacancies on the surface. Such a new material could be very useful to develop simple and high-performance humidity sensors for future applications in varying commercial fields and industries.