The sensing of volatile organic compounds is crucial in a variety of fields including disease diagnosis, food, and homeland security. However, the significant deterioration of gas response by water vapors often hinders the sensitive and reliable gas detection in a highly humid atmosphere. Herein, we report an Rh-loaded WO₃ hollow sphere chemiresistive sensor that can be potentially used for acetone gas analysis in a highly humid atmosphere. Pure WO₃ and Rh-loaded WO₃ hollow spheres are synthesized via a spray pyrolysis method. The Rh-loaded WO₃ sensor achieved a fast acetone response (2 s), high sensitivity, good linearity, high stability, low detection limit (40 ppb) and strong selectivity to acetone even under a highly humid (80% RH) atmosphere, compared with the unloaded WO₃ sensor. Interestingly, an abnormal phenomenon occurs only with the n-type Rh-loaded WO₃ sensor, where the resistance and gas response increases in humid atmospheres. The sensing mechanism by Rh loading is also addressed. The unusual improvement of gas response, selectivity, responding kinetics by Rh loading shows a good potential for the detection of acetone gas.