Transforming water vapor into electricity is a critical method for advancing renewable energy supply and alleviating the global energy crisis. However, conventional materials typically struggle to achieve a balance between energy storage and humidity harvesting, making the integration of humidity detection with energy storage technology an emerging challenge. To address this challenge, a novel material design strategy is explored aimed at combining humidity harvesting capabilities with energy storage. Two novel hygroscopic Bi‐based metal‐organic frameworks [Bi2(HABTC)(ABTC)0.5·4H2O] (MOF 1) and [Bi4(ABTC)3(DMF)2]·DMF (MOF 2) are grown in situ on carbon paper electrodes, followed by further modification with polyaniline (PANI). This approach enhances the hygroscopicity of materials, thereby improving electrochemical performance, doubling the energy density compared to traditional coating methods. The integration of humidity‐sensitive polyoxometalates (POMs) electrolytes create a synergistic interaction between the electrode and the electrolyte, enabling effective moisture energy harvesting. At 90% relative humidity (RH) and 70 °C, the constructed solid‐state capacitor demonstrates a high energy density of 40.40 Wh kg−1 at 499.82 W kg−1. This research not only confirms the feasibility of water vapor energy harvesting but also paves an innovative pathway in the field of humidity energy conversion, highlighting its significant potential for future practical applications.