Fine denier fiber fabric has unique wicking effect and good hydrophobic property, which can keep dry and moisture comfortable when people are in heavy and continued sweat. This paper studied the dynamic moisture comfort property of fine denier fiber fabric compared with conventional fiber fabrics. Firstly, a series of experiments was performed on studying the dynamic moisture transferring procedure and evaluating moisture comfort property of fine denier fiber fabrics in two different environmental conditions, which were the most comfortable condition and an extremely uncomfortable condition for humans. Then, by measuring the real time changes of relative humidity in inner and outer surfaces of test fabrics, fabrics’ dynamic comprehensive index was obtained to characterize fabrics’ dynamic moisture comfort property. Finally, grey system theory was introduced to establish prediction models that could describe the relationship between fabric’s static parameters and dynamic comprehensive index. Results show that fine denier fiber fabric has better moisture comfort property than conventional fiber fabrics.