Electronic nose (E-nose) systems have a good effect on the identification of distinct odours. However, the properties of chemical gas sensors indicate that ageing, poisoning, fluctuation of environmental conditions (moisture, temperature, etc.) and a lack of fabrication repeatability, etc. have a large impact on the sensitivity and accuracy of sensors, which leads to sensor data drift. Although previous studies have indicated the feasibility and validity of deep learning in drift compensation of gas sensor data, the actual performances of these deep learning models are less impressive compared with some existing methods. Thus, we intend to further explore a novel deep learning model for drift compensation for E-noses. In this paper, we investigate the drift compensation effect of E-nose data based on a deep belief network (DBN) and constructed a Gaussian deep belief classification network (GDBCN) model by cascading a Gaussian-Bernoulli restricted Boltzmann machines based DBN with a softmax classifier layer to compensate for sensor drift at the decision level. The merits of our method are as follows: 1) it is a unified classification model for drift auto-compensation at the decision level rather than a feature extractor; 2) it couples unsupervised and supervised techniques by modelling the intrinsic distribution of the data from different domains in an unsupervised manner and fine-tunes the model parameters by leveraging the label information of the source domain; 3) the supervised fine-tuning process for the coupled GDBCN model fits well with the nature of the supervised task and guarantees that the parameters of the DBN will be useful for classification; 4) the GDBCN model is a classification model and thus automatically compensates for drift without manually setting specific model rules for domain alignment before classification. Experimental results on real sensor datasets demonstrate the effectiveness and superiority compared with several existing control methods.