A chemical procedure for modification of double-walled carbon nanotubes (DWCNTs) to enhance their response to humidity was developed. The DWCNTs walls were etched by hot concentrated sulfuric acid, after what the edge carbon sites were saturated by chlorine via reaction with CCl4 vapor. This treatment increases the dispersibility of DWCNTs in solvents, removes oxygen groups, and produces chlorine-decorated holes in the outer walls. Networks of chlorinated holey DWCNTs showed a high repeatable response to humid environment and a good reversible behavior after the sensor purging by dry air. The density functional theory calculations predict enhanced polarization of the DWCNTs when they contain chlorine-decorated holes in the outer walls and physisorption of H2O molecules near chlorine atoms. These two effects are the cause of an intense low-noise signal to gaseous H2O and easy sensor recovery.