This study developed p-type nitrogen-doped zinc oxide nanorods (NZO NRs) using a chemical bath deposition and deep cryogenic treatment. These NRs were employed to create the device structure of metal-oxide-metal (MSM) and p-n junction for a volatile organic compound gas sensor. Deep cryogenic treatment is the process of immersing ZnO NRs in liquid nitrogen to achieve NZO NRs. SEM results show that the morphology of NZO changes from hexagonal to nib shapes. XRD and TEM results demonstrate that the peak of (002) shifts, and lattice dislocation was observed in NZO specimen. XPS and EDS analysis proved that the N atoms were successfully doped into ZnO. Optical analysis showed the lower band gap and a broader absorption region of NZO NRs. The doping mechanism of NZO is deduced as polar molecules distributed on the high-surface area of ZnO NRs, with iron playing a catalytic role. The MSM structure of the p-type NZO gas sensor, exhibiting high response, lifetime and selectivity, was verified at room temperature. The gas sensor with a p-n junction structure exhibits a faster response time to ethanol.