Three-dimensional ZnO/CdSe heterostructure (ZnO/CdSe HS) was fabricated with large scale and its gas-sensing application with low operating temperature was explored. Combining cost-effective chemical vapor deposition with solution growth methods, ZnO nanorods were grown on the surface of CdSe nanoribbons. Scanning electron microscopy, X-ray diffraction and transmission electron microscopy were employed to confirm the formation of ZnO/CdSe HS. The ZnO/CdSe HSs were fabricated as gas sensors in the detection of ethanol at the optimum operating temperature of 160 °C. Compared with ZnO-based gas sensors, the optimum operating temperature of the ZnO/CdSe HS-based sensor was approximately 100 °C lower, while the sensitivity was 20-fold higher in the dark and 3-fold higher under visible light illumination condition. The enhancement of sensing properties was attributed to the advanced heterostructure and visible light activated CdSe.