ZnO/Pd nanocomposites containing 0.5–3.0 mol.% palladium and possessing improved gas-sensitive properties for VOC’s detection were prepared using solvothermal synthesis. The synthesised powders have been characterised using various methods of physicochemical analysis (DSC/TGA, XRD, SET/TEM, XPS). It is shown that Pd@PdO nanoparticles (4–7 nm in diameter) are localised on the surface of ZnO nanoparticles (40–50 nm in size). According to the combined XRD and XPS data, it was found that palladium is in partially oxidised state, and the nanocomposite has a structure close to "core@shell": Pd@PdO. The influence of palladium concentration in the ZnO/Pd composite on the complex of chemoresistive gas-sensitive properties was studied. It is shown that at 250 °C the obtained nanocomposites demonstrate a high (up to 57.8 a.u.) response to 100 ppb–20 ppm acetone, which can be used as a part of supersensitive devices for noninvasive diagnostics of diseases.