Water, in its various forms, is considered a key parameter in climate change studies. Water vapor is recognized as the most important natural greenhouse gas playing a vital role in the hydrological cycle. Thus, studying air humidity fluctuations may contribute towards a deeper understanding of the radiative and thermodynamic processes that take part in the Earth’s atmosphere. Traditional statistical analysis is not always efficient to describe complex physical processes with high temporal variability. In addition, a more thorough study of the variations of climatic parameters requires examination of their time series fluctuations over multiple time scales. Fractal theory offers robust solutions that satisfy the above requirements. In this work, the Multifractal Detrended Fluctuation Analysis (MF-DFA) is used in order to investigate the intrinsic dynamics of daily relative humidity time series over the Greek region from a nonlinear perspective. The scaling properties and the multifractal structure of the time series are studied by examining the fluctuation function, the multifractal spectrum and the Hurst exponent.