The demand for monitoring chemical and physical information surrounding, air quality, and disease diagnosis has propelled the development of devices for gas sensing that are capable of translating external stimuli into detectable signals. Metal−organic frameworks (MOFs), possessing particular physiochemical properties with designability in topology, specific surface area, pore size and/or geometry, potential functionalization, and host−guest interactions, reveal excellent development promises for manufacturing a variety of MOF-coated sensing devices for multitudinous applications including gas sensing. The past years have witnessed tremendous progress on the preparation of MOF-coated gas sensors with superior sensing performance, especially high sensitivity and selectivity. Although limited reviews have summarized different transduction mechanisms and applications of MOF-coated sensors, reviews summarizing the latest progress of MOF-coated devices under different working principles would be a good complement. Herein, we summarize the latest advances of several classes of MOF-based devices for gas sensing, i.e., chemiresistive sensors, capacitors, field-effect transistors (FETs) or Kelvin probes (KPs), electrochemical, and quartz crystal microbalance (QCM)-based sensors. The surface chemistry and structural characteristics were carefully associated with the sensing behaviors of relevant MOF-coated sensors. Finally, challenges and future prospects for long-term development and potentially practical application of MOF-coated sensing devices are pointed out.