We report on the single step grown ZnO nanocandles without adding any catalyst for efficient CO gas sensing application. A simple, scalable, and cost-effective thermal evaporation technique was employed for the growth of ZnO nanostructures on alumina substrate at 600 °C. It was observed that oxygen ambient (variation in oxygen flow rates from 20 to 40 sccm) strongly influences the shape and size of the ZnO nanostructures (i.e., the formation of nanocandles or nanorods). The as grown ZnO nanostructures were characterized using various techniques such as X-ray diffraction, Field emission scanning electron microscopy, photoluminescence, and X-ray photoelectron spectroscopy. Further, a comprehensive analysis of the CO gas sensing performance of each sample was recorded under various conditions, and the corresponding mechanism was reported. We have achieved the maximum sensor response (SR%) ∼ 78.3% along with a response/recovery time ∼ 59.5 s/109.4 s towards 91 ppm of CO gas at 400 °C for the sample synthesized at 40 sccm oxygen gas flow rate (i.e., for nanocandles). While, a relatively lower SR ∼ 70.1% and ∼ 64.1% and higher response/recovery time of ∼ 77.8 s/118.6 s and ∼ 84.6 s/122.1 s were obtained for the samples synthesized at 30 sccm and 20 sccm, respectively (i.e., for nanorods). Moreover, the calculated detection limit for ZnO nanocandles was 110 ppb. The selectivity test shows that the ZnO nanocandles are highly responsive to CO gas and exhibits long term stability (tested over 360 days). Thus, ZnO nanocandles can be used for the fabrication of robust CO gas sensors.