Humphries sealed it 8-7 as he claimed a third European Tour of the season and back-to-back titles.
Humphries seals back-to-back European Tour titles, third of the season with Cross win at European Darts Grand Prix
"It's fantastic," said Humphries. "Rob's one of the nicest guys in the PDC and it's no coincidence [that] we have practiced together for the last two European Tours and made the final together.
"It was a great game, full of everything. At the start of that game we must have been averaging 113-114, it felt amazing. I know I dropped off a little bit but then I missed because Rob put me under pressure.
"I thought I played fantastic there but Rob was the better player overall because he was consistent throughout the whole game.
"I missed a couple of match darts but that 108 was clinical and one of the best out-shots of my career.
"I'm making huge strides in the game and there's a lot more to come."