We investigate the effect of water adsorption on the electrical properties of graphene oxide (GO) films using the direct current (DC) measurement and alternating current (AC) complex impedance spectroscopy. GO suspension synthesized by a modified Hummer's method is deposited on Au interdigitated electrodes. The strong electrical interaction of water molecules with GO films was observed through electrical characterizations. The DC measurement results show that the electrical properties of GO films are humidity- and applied voltage amplitude-dependent. The AC complex impedance spectroscopy method is used to analyze the mechanism of electrical interaction between water molecules and GO films in detail. At low humidity, GO films exhibit poor conductivity and can be seen as an insulator. However, at high humidity, the conductivity of GO films increases due to the enhancement of ion conduction. Our systematic research on this effect provides the fundamental supports for the development of graphene devices originating from solution-processed graphene oxide.