The nanometer size Cu2O@WO3·H2O composite material has been prepared by the direct hydrolysis of mesitylcopper (I) on WO3·2H2O nanoleaves. The synthesis has been performed in toluene without the addition of any ancillary ligands. The prepared nanocomposite has been deposited as a gas-sensitive layer on miniaturized silicon devices and heated up gradually to 500 °C in the ambient air. During the heating, the CuWO4 phase is formed upon the reaction of Cu2O with the WO3 support as revealed by the XRD analyses. The as-prepared CuWO4@WO3 sensors have been exposed to 10 ppm of CO or 0.4 ppm of NO2 (RH = 50%). At the operating temperature of 445 °C, a normalized response of 620% towards NO2 is obtained whereas the response to CO is significantly lower (S = 30%). Under these conditions, the sensors prepared either with pristine CuO or WO3 nanostructures are sensitive to only one of the two investigated gases, i.e., CO and NO2, respectively. Interestingly, when the CuWO4@WO3 sensitive layer is exposed to UV light emitted from a 365 nm Schottky diode, its sensitivity towards CO vanishes whereas the response towards NO2 remains high. Thus, the application of UV illumination allowed us to modify the selectivity of the device. This new nanocomposite sensor is a versatile sensitive layer that will be integrated into a gas sensor array dedicated to electronic nose platforms.