Semiconductor gas sensors are widely used in the fields of health, safety, energy efficiency, and emission control owing to their high sensitivity, low power consumption, and small size. Among them, the thin film‐based semiconductor gas sensors have excellent sensing characteristics due to their controllable morphology and large specific surface area, which can effectively improve the sensitivity of the gas sensors and shorten the response and recovery time. Gas–liquid interfacial self‐assembly method is an effective method for fabricating thin films, which can be utilized to construct large wafer‐scale thin films on the liquid surface. In this review, the advantages of thin films prepared by gas–liquid interfacial self‐assembly method are introduced. Subsequently, the recent progress in the preparation of thin films by gas–liquid interfacial self‐assembly method and their applications in semiconductor gas sensors are reviewed and summarized, mainly from two aspects of organic materials and inorganic materials. In the end, the technology is prospected, and it is considered that there is still much room for improvement and optimization in the future.