Gas sensors for the detection of toxic or explosive gases both in outdoor and indoor air are of great interest for applications. A lot of effort has been devoted to develop the sensing properties in the area of metal–organic frameworks (MOFs) and semiconductor metal oxide based sensors. In our work, we report a semiconductor ZnO doped Uio-MOF heterostructure which can combine the advantage of both to improve the gas monitoring character. After post-synthesis of Eu³⁺, a novel fluorescent sensor based on the heterostructure has been fabricated for detection of volatile aldehyde gases (FA, AA and ACA) at room temperature. Here, MOFs with a high surface area act as gas pre-concentrators, and transfer their charge to ZnO. The ZnO nanoparticles act as reaction centers, and react much more intensively with aldehydes for the release of charge. Then Eu³⁺ ions can convert the transferred charge from the reaction centers into fluorescence sensing signals. Due to this, the sensor shows excellent selectivity, sensitivity (LOD: 42 ppb for FA, 58 ppb for AA and 66 ppb for ACA) and reusability. In addition, due to the temperature-independent fluorescence response, easy preparation and low cost, the sensor can be conveniently applied for the practical detection of aldehyde gases in vehicles. The combined action of all kinds of analytes on the fluorescence character provides the possibility of early detection of the aldehydes and hence prevention of their emission. This original MOF encapsulation strategy applied to construct heterostructures paves the way for the assembly of new and complex materials for sensing or other applications.