user32544: I get this error every time. I used the DHT tester file from this library. Which gives me an error.
And then I realized that in my code Arduino recognizes only the readTemperature function, not readHumidity, but it doesn't give any compile error. Also, when I read the sensor, this is the output:

Humidity Sensor Test
  Temp: 0C, Humidity: 0%
  Temp: 0C, Humidity: 0%
  Temp: 0C, Humidity: 0%  

My code is here: 
//DHT11 Sensor:
#include "DHT.h"
#define DHTPIN 5 // which digital pin we're connected to
#define DHTTYPE DHT11

DHT dht(DHTPIN, DHTTYPE);

//I2C LCD:
#include <Wire.h> // Comes with Arduino IDE
#include <LiquidCrystal_I2C.h>

// Set the LCD I2C address
LiquidCrystal_I2C lcd(0x27, 2, 1, 0, 4, 5, 6, 7, 3, POSITIVE); 

void setup() {
  Serial.begin(9600);
  delay(300);
  lcd.begin(16,2);
  Serial.println("Humidity Sensor Test");
  dht.begin();
  delay(300);
}

void loop() {
  // Reading temperature or humidity takes about 250 milliseconds!
  // Sensor readings may also be up to 2 seconds 'old' (its a very slow sensor)
  int h = dht.readHumidity();
  int t = dht.readTemperature();

  // set the cursor to (0,0):
  lcd.setCursor(0, 0);
  // print from 0 to 9:

  lcd.print("Temp: ");
  lcd.print(t);
  lcd.print("C");

  // set the cursor to (16,1):
  lcd.setCursor(0,1);
  lcd.print("Humidity: ");
  lcd.print(h);
  lcd.print("%");

  Serial.print("Temp: ");
  Serial.print(t);
  Serial.print("C, Humidity: ");
  Serial.print(h);
  Serial.println("%");
  delay(2500);
}

Also I have the 10k resistor between data and Vcc pins. Data is connected to digital pin 5. Has anyone had this problem before?

user37523: There are several versions of the DHT11 library for Arduino out there. This is the one that worked for me: https://github.com/adidax/dht11. Here is a simple sketch to test the sensor with the output going to the serial monitor.
// 5k ohm pull up resistor is used on the data line.
// Sensor operates at 5VDC.
// Data line connects to Arduino Uno pin 3.

#include <dht11.h>
dht11 DHT11;
#define DHT11PIN 3

// Sensor calibration. Start with 0 for each.
const int HumidityCorrection = -10;          // -10 worked with my sensor.
const int CelsiusTemperatureCorrection = 2;  // 2 worked with my sensor.

const float FahrenheitTemperatureCorrection = CelsiusTemperatureCorrection * 1.8;

// Update the serial display every 60 seconds.
const float UpdateSerialDisplay = 60000;

// Celsius to Fahrenheit conversion.
double Fahrenheit(double celsius){
  return 1.8 * celsius + 32;
}

void setup(){
  Serial.begin(9600);
  // Minimum wait for good data recommended is 1 second.
  delay(2000);
  Serial.println("DHT11 TEST PROGRAM ");
  Serial.print("LIBRARY VERSION: ");
  Serial.println(DHT11LIB_VERSION);
}

void loop(){
  Serial.println("");
  int chk = DHT11.read(DHT11PIN);
  switch(chk){
    case DHTLIB_OK: 
      //Serial.println("OK"); 
      break;
    case DHTLIB_ERROR_CHECKSUM: 
      Serial.println("Read sensor: Checksum error"); 
      break;
    case DHTLIB_ERROR_TIMEOUT: 
      Serial.println("Read sensor: Time out error"); 
      break;
    default: 
      Serial.println("Read sensor: Unknown error"); 
      break;
  }

  Serial.print("Humidity: ");
  Serial.print("\t");
  Serial.print(DHT11.humidity + HumidityCorrection);
  Serial.println(" %");

  Serial.print("Temperature: ");
  Serial.print("\t");
  Serial.print(DHT11.temperature + CelsiusTemperatureCorrection);
  Serial.println(" C");

  Serial.print("Temperature: ");
  Serial.print("\t");
  Serial.print(round(Fahrenheit(DHT11.temperature) + FahrenheitTemperatureCorrection));
  Serial.println(" F");

  delay(UpdateSerialDisplay);
}

Once you get this working you can add the LCD code to it. Here is a link to the DHT 11 Humidity & Temperature Sensor manual / data sheet: http://www.micropik.com/PDF/dht11.pdf

32544: <p>I get this error every time. I used the DHT tester file from <a href="https://codeload.github.com/adafruit/DHT-sensor-library/zip/master" rel="nofollow noreferrer">this library</a>. Which gives me an error.</p>

<p>And then I realized that in my code Arduino recognizes only the <code>readTemperature</code> function, not <code>readHumidity</code>, but it doesn't give any compile error. Also, when I read the sensor, this is the output:</p>

<blockquote>
  <p>Humidity Sensor Test<br>
  Temp: 0C, Humidity: 0%<br>
  Temp: 0C, Humidity: 0%<br>
  Temp: 0C, Humidity: 0%  </p>
</blockquote>

<p>My code is here: </p>

<pre><code>//DHT11 Sensor:
#include "DHT.h"
#define DHTPIN 5 // which digital pin we're connected to
#define DHTTYPE DHT11

DHT dht(DHTPIN, DHTTYPE);

//I2C LCD:
#include &lt;Wire.h&gt; // Comes with Arduino IDE
#include &lt;LiquidCrystal_I2C.h&gt;

// Set the LCD I2C address
LiquidCrystal_I2C lcd(0x27, 2, 1, 0, 4, 5, 6, 7, 3, POSITIVE); 

void setup() {
  Serial.begin(9600);
  delay(300);
  lcd.begin(16,2);
  Serial.println("Humidity Sensor Test");
  dht.begin();
  delay(300);
}

void loop() {
  // Reading temperature or humidity takes about 250 milliseconds!
  // Sensor readings may also be up to 2 seconds 'old' (its a very slow sensor)
  int h = dht.readHumidity();
  int t = dht.readTemperature();

  // set the cursor to (0,0):
  lcd.setCursor(0, 0);
  // print from 0 to 9:

  lcd.print("Temp: ");
  lcd.print(t);
  lcd.print("C");

  // set the cursor to (16,1):
  lcd.setCursor(0,1);
  lcd.print("Humidity: ");
  lcd.print(h);
  lcd.print("%");

  Serial.print("Temp: ");
  Serial.print(t);
  Serial.print("C, Humidity: ");
  Serial.print(h);
  Serial.println("%");
  delay(2500);
}
</code></pre>

<p>Also I have the 10k resistor between data and Vcc pins. Data is connected to digital pin 5. Has anyone had this problem before?</p>
 37523: <p>There are several versions of the DHT11 library for Arduino out there. This is the one that worked for me: <a href="https://github.com/adidax/dht11" rel="nofollow noreferrer">https://github.com/adidax/dht11</a>. Here is a simple sketch to test the sensor with the output going to the serial monitor.</p>

<pre><code>// 5k ohm pull up resistor is used on the data line.
// Sensor operates at 5VDC.
// Data line connects to Arduino Uno pin 3.

#include &lt;dht11.h&gt;
dht11 DHT11;
#define DHT11PIN 3

// Sensor calibration. Start with 0 for each.
const int HumidityCorrection = -10;          // -10 worked with my sensor.
const int CelsiusTemperatureCorrection = 2;  // 2 worked with my sensor.

const float FahrenheitTemperatureCorrection = CelsiusTemperatureCorrection * 1.8;

// Update the serial display every 60 seconds.
const float UpdateSerialDisplay = 60000;

// Celsius to Fahrenheit conversion.
double Fahrenheit(double celsius){
  return 1.8 * celsius + 32;
}

void setup(){
  Serial.begin(9600);
  // Minimum wait for good data recommended is 1 second.
  delay(2000);
  Serial.println("DHT11 TEST PROGRAM ");
  Serial.print("LIBRARY VERSION: ");
  Serial.println(DHT11LIB_VERSION);
}

void loop(){
  Serial.println("");
  int chk = DHT11.read(DHT11PIN);
  switch(chk){
    case DHTLIB_OK: 
      //Serial.println("OK"); 
      break;
    case DHTLIB_ERROR_CHECKSUM: 
      Serial.println("Read sensor: Checksum error"); 
      break;
    case DHTLIB_ERROR_TIMEOUT: 
      Serial.println("Read sensor: Time out error"); 
      break;
    default: 
      Serial.println("Read sensor: Unknown error"); 
      break;
  }

  Serial.print("Humidity: ");
  Serial.print("\t");
  Serial.print(DHT11.humidity + HumidityCorrection);
  Serial.println(" %");

  Serial.print("Temperature: ");
  Serial.print("\t");
  Serial.print(DHT11.temperature + CelsiusTemperatureCorrection);
  Serial.println(" C");

  Serial.print("Temperature: ");
  Serial.print("\t");
  Serial.print(round(Fahrenheit(DHT11.temperature) + FahrenheitTemperatureCorrection));
  Serial.println(" F");

  delay(UpdateSerialDisplay);
}
</code></pre>

<p>Once you get this working you can add the LCD code to it. Here is a link to the DHT 11 Humidity &amp; Temperature Sensor manual / data sheet: <a href="http://www.micropik.com/PDF/dht11.pdf" rel="nofollow noreferrer">http://www.micropik.com/PDF/dht11.pdf</a></p>
