Zinc oxide rod structures are synthetized and subsequently modified with Au, Fe2O3, or Cu2O to form nanoscale interfaces at the rod surface. X-ray photoelectron spectroscopy corroborates the presence of Fe in the form of oxide—Fe2O3; Cu in the form of two oxides—CuO and Cu2O, with the major presence of Cu2O; and Au in three oxidation states—Au3+, Au+, and Au0, with the content of metallic Au being the highest among the other states. These structures are tested towards nitrogen dioxide, ethanol, acetone, carbon monoxide, and toluene, finding a remarkable increase in the response and sensitivity of the Au-modified ZnO films, especially towards nitrogen dioxide and ethanol. The results for the Au-modified ZnO films report about 47 times higher response to 10 ppm of nitrogen dioxide as compared to the non-modified structures with a sensitivity of 39.96% ppm−1 and a limit of detection of 26 ppb to this gas. These results are attributed to the cumulative effects of several factors, such as the presence of oxygen vacancies, the gas-sensing mechanism influenced by the nano-interfaces formed between ZnO and Au, and the catalytic nature of the Au nanoparticles.