Gas detection is significant for controlling industrial and vehicle emission, house equipment security and environmental monitoring. Various devices are developed and designed for detection of CO 2 , CO, SO 2 , O 2 , O 3 , H 2 , NH 3 , and several other organic gases. The fabrication of FeCr 2 O 4 , FeCr 2 O 4 @ZnO, and FeCr 2 O 4 @ZnO@MgO core-shell nanostructure by sol-gel method and their gas sensing performance using thick films were reported here for the first time. The characterization was completed by means of X-ray diffraction (XRD), Infrared spectroscopy (FT-IR), Scanning electron microscopy (SEM), Energy dispersive X-ray (EDX), and Transmission electron microscopy (TEM) used for confirmation of crystal structure and their morphology. The synthesized oxides were formulated to identify various air pollutants including CO, CO 2 , Cl 2 , NH 3 , H 2 , and H 2 S. The influences of thermal annealing (300-500 °C) on the crystallization and H 2 S gas sensing performance were investigated. Among the three oxides studied, 355.08 is the sensitivity for FeCr 2 O 4 , 461.12 for FeCr 2 O 4 @ZnO and highest sensitivity was observed for FeCr 2 O 4 @ZnO@MgO core-shell sensor for H 2 S gas (500 ppm) is 597.17. The sensitivity of the measurements to relative humidity as an interfering parameter was also investigated.