If your degree does/will read "Humanities," then you "majored in humanities."
If you majored in English, philosophy, or anything else with practical value to your sense of self (notice my bias here; I majored in English), then you "majored in the humanities."
BTW: Congratulations. Once you get here, you'll be glad you spent four years doing something 1) you enjoyed, and 2) different then the rest of the science drones.
Oh, and forget the rest of the people who are saying you're "too vague." Adcoms will have your primary application and transcript. Stick to your original intent. If "majored in the humanities" gets your idea across the best, then stick to your guns. It's amazing how closely we all look at these things (purposely vague), as if adcoms sit around with a fat, red Sharpie, just waiting to "X" our grammar.