TiO2/Cu2O/CuO multi-nanolayers highly sensitive toward volatile organic compounds (VOCs) and H2 have been grown in various thicknesses by a cost-effective and reproducible combined spray-sputtering-annealing approach. The ultrathin TiO2 films were deposited by spray pyrolysis on top of sputtered-annealed Cu2O/CuO nanolayers to enhance their gas sensing performance and improve their protection against corrosion at high operating temperatures. The prepared heterostructures were investigated using scanning electron microscopy (SEM), X-ray diffraction (XRD), and ultraviolet visible (UV-vis) and micro-Raman spectroscopy. The gas sensing properties were measured at several operating temperatures, where the nanolayered sensors with oxide thicknesses between 20 and 30 nm (Cu2O/CuO nanolayers) exhibited a high response and an excellent selectivity to ethanol vapor after thermal annealing the samples at 420 °C. The results obtained at an operating temperature of 350 °C demonstrate that the CuO/Cu2O nanolayers with thicknesses between 20 and 30 nm are sensitive mainly to ethanol vapor, with a response of ∼150. The response changes from ethanol vapors to hydrogen gas as the thickness of the CuO/Cu2O nanolayers changes from 50 to 20 nm. Density functional theory-based calculations were carried out for the geometries of the CuO(1¯ 11)/Cu2O(111) and TiO2(111)/CuO(1¯ 11)/Cu2O(111) heterostructures and their sensing mechanism toward alcohols of different chain lengths and molecular hydrogen. The reconstructed hexagonal Cu2O(111) surface and the reconstructed monoclinic CuO(1¯ 11) and TiO2(111) facets, all of which terminate in an O layer, lead to the lowest surface energies for each isolated material. We studied the formation of the binary and ternary heteroepitaxial interfaces for the surface planes with the best-matching lattices. Despite the impact of the Cu2O(111) substrate in lowering the atomic charges of the CuO(1¯ 11) adlayer in the binary sensor, we found that it is the different surface structures of the CuO(1¯ 11)/Cu2O(111) and TiO2(111)/CuO(1¯ 11)/Cu2O(111) devices that are fundamental in driving the change in the sensitivity response observed experimentally. The experimental data, supported by the computational results, are important in understanding the use of the multi-nanolayered films tested in this work as reliable, accurate, and selective sensor structures for the tracking of gases at low concentrations.