We have fabricated metal-semiconductor-metal- (MSM-) type ultraviolet (UV) photoconductive sensors using aluminium- (Al-) doped zinc oxide (ZnO) nanorod arrays that were annealed in different environments: air, oxygen, or a vacuum. The Al-doped ZnO nanorods had an average diameter of 60 nm with a thickness of approximately 600 nm that included the seed layer (with thickness~200 nm). Our results show that the vacuum-annealed nanorod-array-based UV photoconductive sensor has the highest photocurrent value of 2.43 × 10-4 A. The high photocurrent is due to the high concentration of zinc (Zn) interstitials in the vacuum-annealed nanorod arrays. In contrast, the oxygen-annealing process applied to the Al-doped ZnO nanorod arrays produced highly sensitive UV photoconductive sensors, in which the sensitivity reached 55.6, due to the surface properties of the oxygen-annealed nanorods, which have a higher affinity for oxygen adsorption than the other samples and were thereby capable of reducing the sensor’s dark current. In addition, the sensor fabricated using the oxygen-annealed nanorod arrays had the lowest rise and decay time constants. Our result shows that the annealing environment greatly affects the surface condition and properties of the Al-doped ZnO nanorod arrays, which influences the performance of the UV photoconductive sensors.