From a USA Today article on air density and humidity:
Aircraft pilots don't do as well as baseball players when the air's density decreases. Lower air density penalizes pilots in three ways: The lifting force on an airplane's wings or helicopter's rotor decreases, the power produced by the engine decreases, and the thrust of a propeller, rotor or jet engine decreases. These performance losses more than offset the reduced drag on the aircraft in less dense air.
Pilots use charts or calculators to find out how temperature and air pressure at a particular time and place will affect the air's density and therefore aircraft performance. In general, these calculations don't take humidity into account since its affects are so much less than the others. When the air's density is low, airplanes need longer runways to take off and land and they don't climb as quickly as when the air's density is high.
Humid air is less dense than dry air. Hope this helps!