A relative humidity (RH) sensor based on helix structure-assisted Mach-Zehnder interferometer (HSA-MZI) with graphene oxide (GO) coated was proposed and experimentally demonstrated in this research. The sensor was composed of a lead-in single mode fiber (SMF), a lead-in multimode fiber (MMF), a triangular four core fiber (TFCF) with a twisted structure, a lead-out MMF, and a lead-out SMF. The twisted structure was prepared by twisting under continuous CO2 laser heating. The TFCF was coated with graphene oxide (GO) via natural evaporation. The torsional region in the TFCF provided an effective means for exciting the higher order cladding modes, and strong evanescent fields were introduced from the higher order cladding modes to improve their sensitivity to the changes of the refractive index (RI) in the surrounding environment. The effective RI of the GO film changes was caused by the GO absorption of water molecules, so the intensity of the transmission signal could be adjusted accordingly. The proposed RH sensor had a high RH sensitivity of -0.885 dB/%RH in the RH ranges of 70% and 80%. Additionally, the respiratory rise and fall time were 0.42 s and 6.54 s, respectively.