The advancement of efficient self-powered gas sensors is becoming increasingly vital for environmental monitoring, industrial hazard prevention, and healthcare applications. A fundamental aspect influencing a gas sensor’s performance is the synthesis and properties of the sensing film, which directly influences its sensitivity, selectivity, response time, and stability. As a result, innovative film fabrication techniques have become critical in enabling next-generation sensor systems with enhanced capabilities. Some fabrication techniques, such as physical deposition and chemical deposition techniques, are particularly valuable due to their ability to produce films with precise thickness control, uniformity, and high purity factors essential for reliable sensing performance. Moreover, atomic layer deposition (ALD) is gaining prominence for its capacity to create ultrathin coatings with atomic-scale precision, which aids in fine-tuning surface characteristics and improving gas interaction behavior. These approaches are frequently employed in developing metal oxide sensing layers. Cost-effective and scalable fabrication methods such as sol–gel synthesis, screen, and inkjet printing are also widely used, particularly for flexible and wearable sensing devices. The sol–gel process, in particular, enables the generation of porous, nanostructured films that support efficient gas diffusion and increased active surface area. Newer approaches, including electrochemical and electrospinning deposition, are emerging as powerful tools for engineering films with hierarchical and complex nanostructures. Overall, the evolution of film deposition strategies is a basis for the development of high-performance gas sensors, where careful tuning of materials, structures, and processing methods continues to expand their functionality and application range.