The room temperature chemiresistive response of n-type ZnO nanowire (ZnO NWs) films modified with different thicknesses of p-type cobalt phthalocyanine (CoPc) has been studied. With increasing thickness of CoPc (>15 nm), heterojunction films exhibit a transition from n- to p-type conduction due to uniform coating of CoPc on ZnO. The heterojunction films prepared with a 25 nm thick CoPc layer exhibit the highest response (268% at 10 ppm of H2S) and the fastest response (26 s) among all samples. The X-ray photoelectron spectroscopy and work function measurements reveal that electron transfer takes place from ZnO to CoPc, resulting in formation of a p-n junction with a barrier height of 0.4 eV and a depletion layer width of ∼8.9 nm. The detailed XPS analysis suggests that these heterojunction films with 25 nm thick CoPc exhibit the least content of chemisorbed oxygen, enabling the direct interaction of H2S with the CoPc molecule, and therefore exhibit the fastest response. The improved response is attributed to the high susceptibility of the p-n junctions to the H2S gas, which manipulates the depletion layer width and controls the charge transport.