It is still highly desired and challengeable to design H2S sensor with high selectivity and sensitivity due to its toxicity and new application in biomarkers like monitoring halitosis. Here, we reported a novel confined structure as highly sensitive and selective H2S gas sensor. The sensing material was prepared with a HKUST-1 templated method by atomic layer deposition (ALD) ZnO decorated on HKUST-1 and calcination. The gas sensor exhibits a high gas sensitivity (Ra/Rg = 2.67 @ 2 ppm) with excellent selectivity to H2S. Furthermore, the obtained sensor shows ppb-level detection ability (Ra/Rg = 1.13 @ 0.1 ppm). Apart from releasing electrons by the oxidization of H2S on oxygen vacancies with adsorbed oxygen species O2− on ZnO surface (Langmuir-Hinshelwood mechanism), the Cu was proved to be the active sites, and would react with surficial S species. The suggestion was confirmed by operando XAS (X-ray adsorption spectrum) measurements combined with DFT calculations (Mars-van Krevelen mechanism). This work provides valuable insights for developing efficient sensing materials and understanding the sensing mechanism.