In this work, a novel WO³ · H²O spherical structure which was self-assembled by nanorods was achieved by using hydrothermal method. A comprehensive growth mechanism was proposed to explain the formation of three different type nanostructures. Flexible gas sensors were successfully fabricated based on such unique nanostructures. We found that these nanorods and nanoparticle's self-assembled spherical structure showed excellent gas response to ammonia. This result may provide great benefit potential to further study for the preparation and gas performance of such self-assembled structure of WO³ · H²O.