Thin films are being used more and more in gas sensing applications, relying on their high surface area to volume ratio. In this study, ZnO thin film was produced through a thermal aerosol spraying and chemical vapor deposition (spray-CVD) process at 500 °C using zinc acetate as a precursor. The phase identification and the morphologies of the film were investigated by XRD and SEM, respectively. Gas-sensing properties of the ZnO thin film were evaluated toward NO2, CO, and NO at a moderate temperature range (400–500 °C) in dry and humid air (relative humidity = 2.5, 5, 7.5, and 10% RH). The obtained results show good sensor signal for both NO2 (ΔR/R0 = 94%) and CO (92%) and poor sensor signal to NO (52%) at an optimum temperature of 450 °C in dry air. The response and recovery times decrease with the increase of NO2 concentration. In the presence of humidity (10% of RH), the sensor is more than twice as sensitive to NO2 (70%) as CO (29%), and accordingly, exhibits good selectivity toward NO2. As the amount of humidity increases from 2.5 to 10% RH, the selectivity ratio of ZnO thin film to NO2 against CO increases from 1 to 2.4. It was also observed that the response and the recovery rates decrease with the increase of relative humidity. The significant enhancement of the selectivity of ZnO thin film toward NO2 in the presence of humidity was attributed to the strong affinity of OH species with NO2.