The development of NO₂ gas sensors is of great importance for air quality monitoring and human health. In this work, In₂O₃ and zeolitic imidazolate framework-8 (ZIF-8) heterostructures were synthesized and designed as efficient sensing materials for NO₂ detection. The ZIF-8 nanocrystals were uniformly deposited on In₂O₃ nanofibers (NFs) by using a self-template strategy, where In₂O₃/ZnO NFs act as the source of Zn²⁺ for the formation of ZIF-8 and as the template. By tuning the amount of Zn²⁺ in the composite NFs, different morphologies from In₂O₃ NFs with minimal ZIF-8 loading to an In₂O₃/ZIF-8 core-shell complex were obtained. The optimized In₂O₃/ZIF-8 NFs show a remarkably high response to 1 ppm NO₂ (R_g/R_a = 16.4) and enhanced humidity resistance due to the hydrophobicity of ZIF-8 in comparison with those of the pristine In₂O₃ NF sensor (R_g/R_a = 4.9) at 140 °C. The gas sensing mechanism of In₂O₃/ZIF-8, which is based on electron transduction, surface chemistry, and the functional interface between the loaded ZIF-8 and In₂O₃ matrix, was proposed. Additionally, the large number of pores, which were formed by the in situ conversion of ZnO grains in the matrix, ensures that all parts of the In₂O₃ NFs are accessible to gases. This facile strategy paves the way for the design of metal oxide/MOF complex architectures with tunable metal centers for various applications, including gas sensing.