The units of density are mass divided by volume (m/V). Density will increase if either mass increases while the volume remains constant or if volume decreases while mass remains constant.
Density of air will vary as the temperature and moisture content in the air varies. When the temperature increases, the higher molecular motion results in an expansion of volume and thus a decrease in density.
The amount of water vapor in the air also effects the density. Water vapor is a relatively light gas when compared to diatomic Oxygen and diatomic Nitrogen. Thus, when water vapor increases, the amount of Oxygen and Nitrogen decrease per unit volume and thus density decreases because mass is decreasing.