α-Fe₂O₃ nanorods have been grown by hydrothermal method, dispersed in ethanol and drop casted on a pre-patterned alumina substrate with Pt electrodes. Their morphology, crystalline and electronic properties have been investigated by Scanning Electron Microscopy, Raman and X-ray Photoelectron Spectroscopies and X-ray Diffraction. The so-fabricated devices have been used for hydrogen gas sensing, showing their ability to detect H₂ at operating temperatures > 200 °C, at relative humidity values comprised from 0% to 50%. The sensing behavior of α-Fe₂O₃ nanorods is compatible with an n to p conductivity transition when the operating temperature is increased up to 300 °C. Outstanding p-type hydrogen sensing performances of α-Fe₂O₃ have been observed and reported. Besides H₂ detection, the α-Fe₂O₃ nanorods-based device is a good humidity sensor, at room temperature (n-type) and at 400 °C (p-type). CO and ethanol sensing performances have been investigated at different operating temperatures and relative humidity values. CO and ethanol anomalous acceptor-like behaviors at 200 °C in humid air has been explained by the interactions of these target gases with the water molecules adsorbed on the metal oxide surfaces. An explanation of the n–p behavior transition at T > 200 °C in terms of band bending is reported.