A composite material based on carbon quantum dots (CQDs) and NiO was prepared and tested for methane sensing. The synthesis procedure is simple and foresees the preparation of the CQDs by citric acid pyrolysis and NiO by hydrothermal synthesis. A phase sonication and stirring procedure yielded the composite CQDs@NiO at different loads. The composites were characterized by X-ray diffraction, ultraviolet–visible light (UV–Vis) spectroscopy, SEM microscopy, energy-dispersive spectroscopy (EDS) mapping, and surface area, porosity, and impedance measurements. A gas sensor was built in-house and used to probe the response of the synthesized samples to CH4 detection, at constant environmental humidity. The CQDs@NiO at 1% weight load displayed excellent performances in terms of gas response both vs. temperature and vs. concentration, whereas higher loads resulted in CQD aggregation and diminished output. Response/recovery times of the 1%CQDs@NiO sample were good, as well as the selectivity and the stability over time and for variable environmental humidity. The estimated limit of detection was 0.1 ppm.