Highly selective and sensitive H₂S sensors are in high demand in various fields closely related to human life. However, metal oxide semiconductors (MOSs) suffer from poor selectivity and single MOS@metal organic framework (MOF) core–shell nanocomposites are greatly limited due to the intrinsic low sensitivity of MOF shells. To simultaneously improve both selectivity and sensitivity, heterostructured α-Fe₂O₃@ZnO@ZIF-8 core–shell nanowires (NWs) are meticulously synthesized with the assistance of atomic layer deposition. The ZIF-8 shell with regular pores and special surface functional groups is attractive for excellent selectivity and the heterostructured α-Fe₂O₃@ZnO core with an additional electron depletion layer is promising with enhanced sensitivity compared to a single MOS core. As a result, the heterostructured α-Fe₂O₃@ZnO@ZIF-8 core–shell NWs achieve remarkable H₂S sensing performance with a high response (R_air/R_gas = 32.2 to 10 ppm H₂S), superior selectivity, fast response/recovery speed (18.0/31.8 s), excellent long-term stability (at least over 3 months), and relatively low limit of detection (down to 200 ppb) at low operating temperature of 200 °C, far beyond α-Fe₂O₃@ZIF-8 or α-Fe₂O₃@ZnO core–shell NWs. Furthermore, a micro-electromechanical system-based H₂S gas sensor system with low power consumption is developed, holding great application potential in smart cities.