The ZnO/g-C3N4 binary heterostructures were formed by two steps, then the firm connection between ZnO NRs and lamellar g-C3N4 was characterized through powder XRD, FESEM with EDS, TEM, XPS, and Thermogravimetric analysis. Then the gas sensing performances of ZnO/g-C3N4 nanoheterostructures were analyzed systematically by using ethanol as a molecular probe. The results revealed that the fabricated compositive sensor not only exhibited quick response/recovery characteristics in the whole operating temperature (OT) range of 200–300 °C but also got a maximum response of 14.29 toward 100 ppm of ethanol at the optimal OT of only 260 °C. Moreover, such heterostructures also demonstrated good selectivity and superb reproducibility to acetone among all the tested toxic gases, especially higher response and faster response–recovery speeds than the pristine ZnO sensor. The above ZnO/g-C3N4 heterostructures may also supply other novel applications in the aspects of lithium-ion batteries, photocatalysis, optical devices, and so on.