Metal oxide p-n heterojunction nanofibers (NFs) are among the most promising approaches to enhancing the efficiency of gas sensors. In this paper, we report the preparation of a series of p-NiO-loaded n-ZnO NFs, namely (1 − x) ZnO-xNiO (x = 0.03, 0.05, and 0.1 wt%), for hydrogen gas sensing experiments. Samples were prepared through the electrospinning technique followed by a calcination process. The sensing experiments showed that the sample with 0.05 wt% NiO loading resulted in the highest sensing performance at an optimal sensing temperature of 200 °C. The sensing mechanism is discussed in detail and contributions of the p-n heterojunctions, metallization of ZnO and catalytic effect of NiO on the sensing enhancements of an optimized gas sensor are analyzed. This study demonstrates the possibility of fabricating high-performance H₂ sensors through the optimization of p-type metal oxide loading on the surfaces of n-type metal oxides.