Human health, environmental protection and safety are just a few examples of current humankind main concerns, that drive the scientific community to develop sensors able to precisely monitor and alert to possible harms in real time. Over the years, semiconductor metal oxide-based materials have been largely employed as sensors dedicated to several applications, being particularly interesting at the nanometer scale, since it is largely known that smaller crystallite size enhances sensor's performance. Moreover, these materials are highly appealing as they can be produced by low-cost wet-chemical synthesis routes and are in general nontoxic, earth abundant and low-cost. This manuscript extensively reviews the recent developments of nanostructured semiconductor metal oxide sensors ranging from gas to humidity sensors, including ultraviolet (UV) sensors and biosensors. Zinc oxide (ZnO), titanium dioxide (TiO2), tungsten trioxide (WO3), copper oxide (CuO and Cu2O), tin oxide (SnO and SnO2), and vanadium oxide (VO2, V2O5)-based sensors either as nanoparticles or as continuous films/layers are described. Their sensing properties are correlated to size, shape, presence of defects, doping elements, amongst other relevant parameters. Different techniques and methods of fabricating these materials are addressed. The review is concluded with novel approaches for functionalization and future perspectives for sensor developments.