The development of hydrogen sensors has acquired a great interest from researchers for safety in fields such as chemical industry, metallurgy, pharmaceutics or power generation, as well as due to hydrogen’s introduction as fuel in vehicles. Several types of sensors have been developed for hydrogen detection, including resistive, surface acoustic wave, optical or conductometric sensors. The properties of the material of the sensitive area of the sensor are of great importance for establishing its performance. Besides the nature of the material, an important role for its final properties is played by the synthesis method used and the parameters used during the synthesis. The present paper highlights recent results in the field of hydrogen detection, obtained using four of the well-known synthesis and deposition methods: sol-gel, co-precipitation, spin-coating and pulsed laser deposition (PLD). Sensors with very good results have been achieved by these methods, which gives an encouraging perspective for their use in obtaining commercial hydrogen sensors and their application in common areas for society.