This paper introduce a new dielectric film coating capacitor, which was used to measure the thickness of the water film in the efficiency of heat-exchange facility. It can overcome the disadvantages that caused by the humidity in the common capacitor. Firstly, the theoretical model of the special capacitive sensor was established. Then based on the theoretical model, we carried on experimental verification. In the premise of ensuring sensitivity, the resolution of the capacitive sensor is up to 10nm, and a high accuracy and on-line detection stability of the thickness measurement for water film were also achieved.