Using data from the United States (c. 1968-2002), this paper estimates the effects of temperature and humidity on mortality rates in order to contribute insight into the potential costs of climate change. Previous research on the health effects of climate change has focused on the impact of temperature changes; this is the first research (that I know) to examine the potential consequences of humidity changes. This analysis leads to five important results: First, I find that failure to control for humidity overstates the importance of cold temperature as a determinant of mortality. Second, I find that there is a reverse-J shaped temperature-mortality relationship, and a reverse-J shaped humidity-mortality relationship. Third, the adverse effects from exposure to cold temperatures and low-humidity levels are both large and statistically significant. Fourth, interacted temperature-humidity models (e.g. "hot and humid") produce similar estimates to non-interacted models (e.g. "hot" or "humid"). Fifth, the effects are largest for cardiovascular and respiratory deaths and for individuals over 45 years of age. On the whole, these results imply that climate change may actually reduce mortality rates in the U.S. by a small amount in the coming decades; however, I demonstrate that failing to control for humidity overstates the health benefits of climate change.