Palladium-doped nano-γ-Fe₂O₃ films were printed on Al₂O₃ substrates by screen printing-injecting hybrid technology. X-ray diffraction and scanning electron microscopy techniques were used to characterize the phase structures and morphologies of the films, respectively. The sensitivity of the films to 100 ppm formaldehyde in air was investigated. The surface adsorption and reaction process between Pd-doped nano-γ-Fe₂O₃ films and formaldehyde was studied by in situ diffuse reflectance Fourier transform infrared spectroscopy (DRIFTS) at different temperatures. Dioxymethylene, formate ions, polyoxymethylene, and adsorbed formaldehyde were detected when the Pd-doped nano-γ-Fe₂O₃ films were exposed to 100 ppm formaldehyde at different temperatures. A possible mechanism of the reaction process is discussed.