In this review, a number of oxide materials deposited on optical fibers have been studied to determine the most optimum materials for the production of optical sensors intended for the detection of petroleum gases, namely, butane, ammonia, and ethanol. The sensory properties of oxides materials, such as ZnO, TiO2, and SnO2, with different thicknesses have been described. First, all materials have been prepared by the RF sputtering method; second, the results of a study of the morphology and sensing characteristics of the optical fiber sensors have been discussed. The studies have revealed that the ZnO and TiO2 materials are promising candidates for the fabrication of real-life optical LPG sensors. Although TiO2 has a higher sensitivity value, the two materials exhibit similar signal variation, which can be even more characteristic of this type of sensors in contrast to electrical metal oxide sensors. Important observations consist in the necessity of attentive preparation of the fibers and a thermal treatment of the working oxide films. It has been shown that, after annealing of nanocrystaline ZnO, the sensitivity increases. The sensitivity increases with increasing layer thickness. The prepared sensors attain a sensitivity of 2.77% for ZnO and 24.4% for TiO2.