Hydrogen (H2) gas is widely preferred for use as a renewable energy source owing to its characteristics such as environmental friendliness and a high energy density. However, H2 can easily reverse or explode due to minor external factors. Therefore, H2 gas monitoring is crucial, especially when the H2 concentration is close to the lower explosive limit. In this study, metal oxide materials and their pn heterojunctions were synthesized by a hydrothermal-assisted dip-coating method. The synthesized thin films were used as sensing materials for H2 gas. When the H2 concentration was varied, all metal oxide materials exhibited different gas sensitivities. The performance of the metal oxide gas sensor was analyzed to identify parameters that could improve the performance, such as the choice of the metal oxide material, effect of the p-n heterojunctions, and operating temperature conditions of the gas sensor. The experimental results demonstrated that a CuO/ZnO gas sensor with a p-n heterojunction exhibited a high sensitivity and fast response time (134.9% and 8 s, respectively) to 5% H2 gas at an operating temperature of 300oC.