Compared with pure metal oxides, heterojunctions greatly change the response to gas by the synergistic effect of the interface. In this work, density functional theory was used to reveal the adsorption performance of H2 on the heterojunction under oxygen conditions. First, we determined the most reasonable heterojunction structure based on the adhesion work. According to the adsorption energy, the presence of SnO2(100)(I)/CoO(110)(II) made the adsorption of H2 more stable. The DOS results showed that the resistance of the heterojunction increased with H2 adsorption, following the same trend as that of CoO(110) with H2 adsorption, although that of the heterojunction increased more. The electron density and electron density difference indicated that the heterojunction improved the reaction between H2 and oxygen ions on CoO(110). However, the resistance of CoO(110)(II)/SnO2(100)(II) increased after H2 adsorption, contrary to the resistance change of SnO2(100). Besides, the bonding energy between H2 and the adsorption site became worse. The above results demonstrated that the presence of the heterojunction could indeed change the response trend and the adsorption behavior of H2. Interestingly, the adsorption sites and effects of H2 were different when two metal oxides were used as the substrate of the heterojunction, respectively.