The development of even more compact, inexpensive, and highly sensitive gas sensors is widespread, even though their performances are still limited and technological improvements are in continuous evolution. Zeolite is a class of material which has received particular attention in different applications due to its interesting adsorption/desorption capabilities. The behavior of a zeolite 4A modified capacitor has been investigated for the adsorption of nitrogen (N2), nitric oxide (NO) and 1,1-Difluoroethane (C2H4F2), which are of interest in the field of chemical, biological, radiological, and nuclear threats. Sample measurements were carried out in different environmental conditions, and the variation of the sensor electric capacitance was investigated. The dielectric properties were influenced by the type and concentration of gas species in the environment. Higher changes in capacitance were shown during the adsorption of dry air (+4.2%) and fluorinated gas (+7.3%), while lower dielectric variations were found upon exposure to N2 (−0.4%) and NO (−0.5%). The proposed approach pointed-out that a simple fabrication process may provide a convenient and affordable fabrication of reusable capacitive gas sensor.