Self potential (SP) anomalies over Piton de La Fournaise volcano (La Réunion Island) are generally interpreted as resulting from meteoritic water porous flow. However, there is no clear evidence that the subsurface is permanently saturated. Recently, a convective subsurface airflow has been evidenced within a quiescent cone at Piton de La Fournaise (Formica Leo). SP and thermal anomalies are reported on the unsaturated edifice and are seen to be correlated. It is proposed that the SP signal is generated by the movement of water films present on the porous matrix, induced by the intense humid airflow within Formica Leo. The structure of the cone, determined from electrical resistivity tomography (ERT), ground penetrating radar (GPR), microgravimetric and kinematic GPS data, is used to constrain a 3D numerical model of the air convection. The calculated temperature is then used to derive the related SP signal, the electrokinetic coupling coefficient being estimated from direct observations of the electrical resistivity of the soil. Extrapolating these results to the scale of the volcano, it is thus proposed that a cold humid airflow enters the flanks of the 400 m-high terminal dome, flows up along the sloped and stratified volcanic layers before exiting through the vertical fractures around the Dolomieu collapse. It is demonstrated that the SP anomalies catches the main features recovered over the entire volcano. This result strongly suggests that humid airflow may play a major role on the generation of SP anomalies at Piton de la Fournaise volcano, and perhaps in other unsaturated volcanic edifices.