TiO2–CdO composite rods were synthesized through a hydrothermal method and sputtering thin-film deposition. The hydrothermally derived TiO2 rods exhibited a rectangular cross-sectional crystal feature with a smooth surface, and the as-synthesized CdO thin film exhibited a rounded granular surface feature. Structural analyses revealed that the CdO thin film sputtered onto the surfaces of the TiO2 rods formed a discontinuous shell layer comprising many island-like CdO crystallites. The TiO2–CdO composite rods were highly crystalline, and their surfaces were rugged. A comparison of the NO2 gas-sensing properties of the CdO thin film, TiO2 rods, and TiO2–CdO composite rods revealed that the composite rods exhibited superior gas-sensing responses to NO2 gas than did the CdO thin film and TiO2 rods, which can be attributed to the microstructural differences and the formation of heterojunctions between the TiO2 core and CdO crystallites.