Here we discuss the aerosol-assisted synthesis of p-n heterojunction metal oxides and we report their gas sensing properties via a short review of the latest results achieved. In particular, we show that the decoration of one-dimensional tungsten oxide (n-type) with nanoparticles of different p-type oxides from transition metals such as Ni, Co or Ir enables achieving a chemical and electronic sensitization of the resulting hybrid metal oxide materials. This leads to remarkable differences in responsiveness to gases, showing that, to some extent, a selective detection of some major pollutant gases (NO₂, H₂S or NH₃) would be possible. Results are critically reviewed, shortcomings are identified and future research directions are given.