Co-occurrence of high relative humidity levels and high temperatures can increase human discomfort, thereby affecting electricity requirements for space cooling. While relative humidity is generally projected to decrease over land in a warming climate, the combined impact of warming and changes in humidity on heat stress, and thus electricity demand, are less clear. To evaluate the role of relative humidity in determining future electricity demand, we first develop predictive models based, separately, on temperature (T) and a heat stress index (apparent temperature (AT)) at an hourly scale using meteorological reanalysis data and electricity load from the United States Energy Information Administration over the four electricity regions in the southeastern United States. The AT model performs better than the T model in the historical period. We then apply the predictive models to a set of high-resolution climate projections to understand the role of relative humidity in determining the electricity demand in a warmer climate. Due to the nonlinear behavior of heat stress with warming, future electricity demand is substantially larger when estimated from AT than from T. The increase in demand projected by AT ranges between 16%–29%, 20%–33%, 14%–32% and 13%–26% and that by T model ranges between 12%–19%, 15%–19%, 14%–22% and 12%–20% over Southeast, Florida, Carolina, and Tennessee respectively. This amplification of electricity demand by humidity is strongest for the highest temperature quantiles, but also occurs at moderate future temperatures that coincide with elevated relative humidity episodes, emphasizing the importance of considering humidity in future heat stress and electricity demand assessments.