In this work, ZnO thick films were synthesized via two simple and easy methods, mechanochemical synthesis and screen-printing deposition. The ZnO powders were obtained through milling at low temperature with milling times of 20, 40, and 60 min. The ZnO thick films were fabricated by depositing 10 cycles of ZnO inks onto glass substrates. The characterization of ZnO thick films revealed a thickness ranging from 4.9 to 5.4 µm with a surface roughness between 85 and 88 nm. The structural analysis confirmed a hexagonal wurtzite crystalline structure of ZnO, both in powders and in thick films, with a preferred orientation on the (002) and (101) planes. Nanostructures with sizes ranging from 36 to 46 nm were observed, exhibiting irregular agglomerated shapes, with an energy band found between 2.77 and 3.02 eV. A static experimental set up was fabricated for gas sensing tests with continuous UV-LED illumination. The ZnO thick films, well adhered to the glass substrate, demonstrated high sensitivity and selectivity to H2S gas under continuous UV-LED illumination at low operating temperatures ranging from 35 to 80 °C. The sensitivity was directly proportional, ranging from 3.93% to 22.40%, when detecting H2S gas concentrations from 25 to 600 ppm.