Humidity sensors have been widely used in areas such as agriculture, environmental conservation, medicine, instrumentation and climatology. Hydrophobicity is one of the important factors in capacitive humidity sensors: recent research has shown that the inclusion of graphene (G) in polyvinylidene fluoride (PVDF) improves its hydrophobicity. In this context, a methodology to fabricate electrospun membranes of PVDF blended with G was developed in order to improve the PVDF properties allowing the use of PVDF/G membrane as a capacitive humidity sensor. Micrographs of membranes were obtained by scanning electron microscopy to analyze the morphology of the fabricated samples. Subsequently, the capacitive response of the membrane, which showed an almost linear and directly proportional response to humidity, was tested. Results showed that the response time of PVDF/G membrane was faster than that of a commercial DHT11 sensor. In summary, PVDF/G membranes exhibit interesting properties as humidity sensors.