Water competitive adsorption and limited reaction sites on the micro-scale sensing area of micro-electro-mechanical system (MEMS) sensors are two bottleneck problems that restrict the detection of trace indoor polluted gases, leading to drifting and weak signals. To address this, a “duet-insurance” sensing strategy is proposed to protect and amplify the sensing signal. For the first-level protection, the well-designed double-layer structure consisting of Janus TpMa covalent organic framework (COF)/Eu-doped α-Fe2O3 can resist diffusion of water molecules and facilitate the electron transfer from formaldehyde (CH2O) to sensing layers, benefiting from the outer hydrophobic character of Janus TpMa and the strong CH2O adsorption capacity of Eu-doped Fe2O3. For the second-level amplification, the unique variable temperature excitation facilitates the deep penetration of CH2O into the active sites across COF layers, enabling signal amplification through thermally actuated carrier modulation. The sensor demonstrates high sensing ability to the CH2O, with an ultra-low limit of detection of 794 ppt. Leveraging the novel sensing strategy, a multi-functional, visual sensing system is designed to identify multi-indoor pollution gases by feature signal encoding and color mapping, showcasing the promising potential for MEMS sensors based on Janus TpMa COF/Eu-doped α-Fe2O3 materials.